Force SQL Server to parse "DDMMYYYY"
When a date is represented as 8 numerals without any delimiters, SQL Server will always try to interpret it as YYYYMMDD. That format has deliberately been chosen as locale- or culture-independent (being also one of ISO 8601 standard date formats, as a matter of fact), and there is no way to have the server interpret it as DDMMYYYY or in any other way.

So, either rearrange the date parts of your DDMMYYYY string to make it YYYYMMDD:

CONVERT(
  date,
  SUBSTRING(@datestring, 5, 4) + SUBSTRING(@datestring, 3, 2) + SUBSTRING(@datestring, 1, 2)
)


or insert delimiters to make it match one of the known delimited DMY formats, for instance DD/MM/YYYY:

CONVERT(
  date,
  STUFF(STUFF(@datestring, 5, 0, '/'), 3, 0, '/'),
  103  -- DD/MM/YYYY
)