Caveats

If you have windows, the only way to do this in a way that will show up in exports is to create a string representation of the date in the elasticube and use that. There are limitations. If these are significant, look at a move to Linux. 

This solution and all solutions besides just creating a string in the elasticube will require scripting. Designers may not understand how to do this. 

If you are on Linux 8.2.1+ the pivot2 api will allow widget scripts to also show up on pdf exports.

This solution is applicable only to pivot tables in Linux 8.2.1+

Step 1

In your model, create a custom field that is seconds from epoch. 

In Sisense you can do this with a custom column like:

Step 2

Use a widget script to format the date time

Script source: https://github.com/nathangiusti/Sisense/blob/master/JS%20Scripts/Pivot2/EpochToDateString.js

Results

Before

After

Cheers