One a bit more sophisticated API proposal is here: Server-side date parsing · Issue #2466 · vaadin/flow-components · GitHub
Naturally it would require the unparsable value to be included in unparsable-change event, and DatePicker could build on top of that.
This topic in DatePicker context is partially overlaping with custom formating of the dates, which is possible via I18n API with some limitations. The limitations could be reduced by adding locales to client side as proposed by this PR, which was rejected due extra package. Now this would not be an issue anymore as Flow loads client side resources progressively: fix: Provide locale with createCustomFormatBasedFormatterAndParser by TatuLund · Pull Request #2670 · vaadin/flow-components · GitHub