Samsung's Clock should be synced with Samsung's Calendar (I think), so open the Samsung Calendar & go to it's Settings & set Sunday as the first day of the week.
See if that works for you.
My Samsung Calendar is set to Sunday, indeed. But it won't sync the Samsung Clock day, though. I'll try to see if there's a conflicting app.
It's POSSIBLE that there MIGHT be a conflicting app?
The only other place that I can think of, would be in Settings > General Management > Date & Time, but there's no option to set the first day of the week there.
I face the same problem - I literally just reset my phone to factory original condition (after replacing the motherboard due to some hardware defects). So now I am setting up the same phone after the reset - and sure enough, my Clock app no longer starts Sunday as the 1st of the week. While Calendar is set for Sunday. This is very strange because the Clock started Sunday as the 1st day before my reset (even when I first bought it brand new)! Can someone please explain this?