The US date format is a pain in the backside. You are correct waydekirrane, no matter how many times or where you change the format, it’ll go wrong somewhere else!!
To state the obvious: I take it you have set all your date formatting in the Access tables and queries to what you want (in the query design table, highlight the field, right click/properties and you can set the date format to be different from the format you chose in the underlying table).
However, to the most peculiar bit of all this, are you by any chance generating your queries in code? i.e. generating a SQL statement where you may be adding in a date, in SQL? The odd thing is that SQL always uses the US date format, no matter what you do. Thus, if you are doing this, you must acknowledge all your code will generate US format. You have to think carefully about what you are doing, and at the end of the process, convert back to UK format in the final display of date.
However, you also mention SP2 and my SQL thoughts would not be affected by SP2 at all...so may be a red herring.