The date format in Thunderbird should match the date format set in your operating system. So, changing to the UK date format in Windows or macOS' settings should take effect in Thunderbird. It is possible to override the date format in Thunderbird manually according to this support article, however it is non-trivial.

I am using Ubuntu. The date format is set how I want it in Ubuntu, but Thunderbird doesn't display it the same way! Would I be better off just deleting Thunderbird and using some other mail client?

See if this helps:

https://support.mozilla.org/en-US/kb/customize-date-time-formats-thunderbird

After setting the date format to The rest of the world other than USA (English UK), powering off and restarting the date at the top of the screen was changed to DD Month HH:MM

Here's what I found I had to do for Thunderbird go to settings select General at the bottom of the list there is a Config Editor button, select this. Use the search bar to find calendar.date.format use the edit button on the right to change this from 0 to 1 and press enter close the tab and check the date format in the inbox