To make it easy let's disable Drupal datepicker and make it with javascript.

First disable jquery ui datepicker from exposed filter (like picture below)
[![enter image description here][1]][1]


  [1]: https://i.sstatic.net/n80HA.png

Then create a module with libraries in file my_module.libraries.yml like below

    d8_datepicker:
      version: 1.x
      js:
        https://code.jquery.com/ui/1.12.0/jquery-ui.min.js: { type: external, minified: true }
        js/datepicker.js: {}

And in our my_module.module let's alter the exposed form and add line below :

      function my_module_form_alter(&$form, \Drupal\Core\Form\FormStateInterface $form_state, $form_id){
         if ($form_id == 'views_exposed_form') {
          $form['field_date_value']['#type'] = 'textfield';
          $form['field_date_value']['#attributes']['class'][] = 'datepicker-text';
          $form['field_date_value']['#attributes']['placeholder'] = 'yyyy-dd-mm';
          $form['#attached']['library'][] = 'd8/d8_datepicker';
          $form['#validate'][] = 'my_exposed_validate';
         }


In our validate form function we will change date from our custom format to format needed by drupal :

    function my_exposed_validate(&$form, \Drupal\Core\Form\FormStateInterface $form_state) {
      if(!empty($form['field_date_value']['#value'])) {
        $dt = date_create_from_format('Y-d-m', $form['field_date_value']['#value']);
        if($dt!==FALSE) {
          $value = $dt->format("Y-m-d");
          $form_state->setValue('field_date_value', $value);
        }
      }
    }


 
And finaly in our file datepicker.js add this line : 

    (function($) {
        $('.datepicker-text').datepicker({ dateFormat: 'yy-dd-mm' });
    })(jQuery);

Hope this helpful and if you wan't to go further, alter a form validation to check if the format sended is date or not ;)