Seems like you're out of luck, it looks like all of the provided Chronologies inherit the implementation from baseChronology, which supports only ISO definitions,
i.e. Monday=1 ... Sunday=7.
You would have to define your own LocaleChronology, possibly modeled on StrictChronology or LenientChronology, add a factory method:
public static LocaleChronology getInstance(Chronology base, Locale locale)
and override the implementation of
public final DateTimeField dayOfWeek()
with a re-implementation of java.util.Calendar.setWeekCountData(Locale desiredLocale) which relies on sun.util.resources.LocaleData..getCalendarData(desiredLocale).