I was not able to reproduce the behavior you describe here with a simple test. You should report this and include a test project that reproduces the behavior so we can take a look.
One thing to note on the subject of correct but not necessarily intuitive behavior: when WeekendDisplayStyle is set to 'Compressed', if the first day of the week is Sunday, Monday will actually appear as the leftmost day (this is in emulation of MS Outlook). Setting WeekendDisplayStyle to 'Full' would then cause Sunday to appear as the leftmost day, again in emulation of MS Outlook. You did, however, state that you were explicitly setting the first day of the week to 'Monday', which should prevent the behavior I just described; I confirmed that this was functioning as expected.