Your macOS stores some of its settings in a place called NVRAM or PRAM.
If you change your settings, like the system display language, some places like like recovery or the shutdown dialog still keep the old language and the other old settings you wanted to change.
To definitively and completely changange the settings on all places, you need to reset this NVRAM / PRAM.

Restart your mac and immediately press these 4 keys and don’t release them until the apple logo appears the second time and the loading bar starts to fill.

Option + Command + P + R

If you don’t have a mac keyboard or run your macOS operatingsystem on vmware or virtualbox, then press these keys instead:

Alt + CTRL + P + R

Now the settings in the NVRAM are reset and it reads your changed settings.