Don't think that "DATEFIRST" should matter in this case. As the @@DATEFIRST value is changed, only the weekday numbers are changed as well. It doesn’t affect the number to name mapping.

SET DATEFIRST 7 -- default, Sunday

SELECT DATEPART(WEEKDAY, getdate()),DATENAME(WEEKDAY, getdate())

The result will be 4, Wednesday

SET DATEFIRST 1 -- Monday

SELECT DATEPART(WEEKDAY, getdate()),DATENAME(WEEKDAY, getdate())

The result will be 3, still Wednesday

As noted before, I would check the settings in the Control panel –especially for the correct time zone