IMHO there is a bug in the Arduino DateTime library - namely in the DateStrings.cpp file.
The abbreviation for Thursday is not THR but THU!
So - the code in the library should be changed:
Line 49:
from:
char dayShortNames_P[] PROGMEM = "ErrSunMonTueWedThrFriSat";
to:
char dayShortNames_P[] PROGMEM = "ErrSunMonTueWedThuFriSat";
cheers
Boris
Agree, I made this change shortly after using the library for the first few times. "Thu" is the usual abbreviation in my part of the world, at least.
wauw! using 3 chars were 2 would be unique 
char dayShortNames_P[] PROGMEM = "ErSuMoTuWeThFrSa"; // would also solve the OP issue 
robtillaart:
wauw! using 3 chars were 2 would be uniquechar dayShortNames_P[] PROGMEM = "ErSuMoTuWeThFrSa"; // would also solve the OP issue
Baha! And save memory!