Thanks for writing – I see what you mean, yes right now LiveWhale just uses h4s for those date headers. We’ll put in a roadmap request to make that customizable the same way that widget headers currently are.
In the meantime, one could use an onOutput custom module handler to target /live/widget/XXX URL requests and do a find-and-replace for the <h4 class="lw_events_header_date">Monday, Aug. 25</h4> to replace the h4s with something else.