How to display 01, 02... instead of Jan, Feb... on Select List with Date
I have noticed that same issue that the data entry is not actually showing the data entry points that you want it to when entering items in your form. The data is stored in the data base the way you would like but this is more of a theme item I believe. So since you are using the Data API (I think, if not just turn on the Date API and this should work) you can fix this at the theme level and show the data entry the way you would like. The date API offers a hook that you can use called hook_date_select_process_alter() and you should be able to show the data the way you would like in the front end using this hook.

I would not use string overrides module for this b/c as you state you will change the months everywhere, that is not a good thing. 

The code to do this (Would be placed in your theme's template.php file Make sure to clear your site cache after adding this):

/**
 * Implements hook_date_select_process_alter().
 */
function THEMENAME_date_select_process_alter(&amp;$element, &amp;$form_state, $context) {
  // dpm($element); // Uncomment to see before render array.
  // Loop through months and change options to numerical options.
  foreach (date_month_names_untranslated() as $key =&gt; $month) {
    // Change #options array, key is built with data API function (The same way that the Date API does this).
    // The sprintf() function is used to make things like 1 into 01 since this is technically a string.
    $element['month']['#options'][$key] = sprintf('%02s', $key);
  }
  // dpm($element); // Uncomment to see after render array.
}


You can use the $context variable above to limit this to certain forms like the node edit form ($context['form']['#node_edit_form'] is TRUE on the node edit form) or the form id ($context['form']['#form_id']) would equal your form id. I think that this is almost the way that the Date API intends you to change these items since they offer these hooks.