Yes, you're in the wrong place. SDDM normally reads /etc/default/locale to define the clock format (as does the rest of Lubuntu). However, there is only a limited number of combinations existing. In Terminal, execute:
This will show you the existing permutations.
Don't fiddle around with /etc/default/locale, though, you'll get out of sync with LXQt.
Instead, use the application menu, Preferences -> LXQt Settings -> Locale to select time etc., but keep in mind that only the existing permutations will work.
Personally, I use en_DK, which is brilliant: English language, but continental Europe formats. en_DK is a placeholder, en_EU would be more correct.
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