According to Ubuntu's Wiki on Environment Variables either in ~/.pam_environment or in /etc/environment, depending on what you want it for all users, or just your user.

Session-wide environment variables

Environment variable settings that should affect just a particular user (rather then the system as a whole) should be set into:

~/.pam_environment - This file is specifically meant for setting a user's environment. It is not a script file, but rather consists of assignment expressions, one per line.

Note: Using .pam_environment requires a re-login in order to initialize the variables. Restarting just the terminal is not sufficient to be able to use the variables.

And

System-wide environment variables

Environment variable settings that affect the system as a whole (rather then just a particular user) should not be placed in any of the many system-level scripts that get executed when the system or the desktop session are loaded, but into

/etc/environment - This file is specifically meant for system-wide environment variable settings. It is not a script file, but rather consists of assignment expressions, one per line. Specifically, this file stores the system-wide locale and path settings.

Background Information

I tested the solution on Fedora 21 with GNOME Shell 3.14.4, but I believe it can be applied to other versions as well.

First thing to understand is that GNOME desktop environment overrides the system-wide locale definitions and thus is not affected by /etc/locale.conf. In addition, there are might be applications that have their own locale configuration and don't use the system or GNOME settings at all. In this guide I will describe a way to customize the locale settings to your needs and GNOME and the system will be consistent from the locale perspective.

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Checking Current Locale Status

System-wide Settings

From Fedora 21 System Administrator's Guide:

System-wide locale settings are stored in the /etc/locale.conf file, which is read at early boot by the systemd daemon. The locale settings configured in /etc/locale.conf are inherited by every service or user, unless individual programs or individual users override them.

To see the current locale status we can run:

$ localectl status
   System Locale: LANG=en_US.UTF-8
                  LC_NUMERIC=en_US.UTF-8
                  LC_TIME=en_US.UTF-8
                  LC_MONETARY=en_US.UTF-8
                  LC_PAPER=en_US.UTF-8
                  LC_MEASUREMENT=en_US.UTF-8
       VC Keymap: us
      X11 Layout: us

GNOME Settings

$ gsettings get org.gnome.system.locale region
'en_US.UTF-8'

GNOME has only one setting. By giving a quick look at the source code of gnome-control-center it seems that when the set_localed_locale() function is called, it sets all the following categories (LC_TIME, LC_NUMERIC, LC_MONETARY, LC_MEASUREMENT, LC_PAPER) to the same one locale defined in org.gnome.system.locale region.

Mixing different locale settings seems impossible without creating a custom locale, but fortunately it's not a very complex task.

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Creating Custom Locale

I think the easiest way to explain is by example. In my specific case I wanted to have a custom locale, primarily based on Hebrew (he_IL) but with LC_NAME, LC_MESSAGES from en_US and LC_TIME (with modified first_weekday and first_workday) from en_GB.

Grabbing Locale Definition Files

You should have an idea which locales you want to mix. First we need to locate the related definition files, which can be found in /usr/share/i18n/locales/. Back to my example, I needed the following: he_IL, en_US and en_GB. I set up a working folder in my home and copied the required files into it:

$ cd /usr/share/i18n/locales
$ mkdir -v ~/custom-locale ; cp -v he_IL en_US en_GB ~/custom-locale/

Creating a New Definition File

I decided to call my locale hc_IL and took he_IL as a basis. The following lines create a new file hc_IL with the contents from he_IL and on the way replace all the occurrences of a string he_IL inside the file with hc_IL.

$ cd ~/custom-locale/
$ sed 's/he_IL/hc_IL/g' he_IL > hc_IL

Modifying the New Definition File

Now we can customize the new locale to our needs. Open the newly created file ~/custom-locale/hc_IL with your favorite text editor. I use vim (it has proper syntax highlighting for locale definition files):

$ vim ~/custom-locale/hc_IL

For those who haven't chosen their favorite editor yet and vim is not their cup of tea, can use gedit :)

$ gedit ~/custom-locale/hc_IL

The file structure is not very complicated. Essentially, it is constructed from sections. From locale(5) man pages:

The locale definition has one part for each locale category. Each part can be copied from another existing locale or can be defined from scratch. If the category should be copied, the only valid keyword in the definition is copy followed by the name of the locale which should be copied.

The notion of copy is very useful. It saves time and the resulting file is clear and concise. For example, instead of copying entire sections around, you can have:

LC_MESSAGES
copy "en_US"
END LC_MESSAGES

The complete documentation on a locale definition file can be accessed via:

$ man 5 locale

Although, if you just want to create a custom locale, which is a mix of existing ones there's no need to understand every detail.

In my case I modified the following categories and keywords:

• LC_IDENTIFICATION

  title      "Custom Hebrew locale"
  source     "mydomain.ws"
  address    "http:////www.mydomain.ws"
  contact    ""
  email      "admin@mydomain.ws"
  tel        ""
  fax        ""
  language   "Hebrew"
  territory  "Israel"
  revision   "1.0"
  date       "2015-04-21"
  

  Note: All the "category.." lines in the LC_IDENTIFICATION section have been modified during the file creation using sed. So we don't need to touch them anymore.

• LC_TIME

  I copied the complete section from en_GB and modified only the lines that indicate the first day of week and the first work day:

  first_weekday 1
  first_workday 1
  

• The rest of the categories I left as they are or replaced their content with the copy directive as in:

  LC_NAME
  copy "en_US"
  END LC_NAME
  

That's it, the definition file is ready. Don't forget to save the file :)

Compile and Copy the New Locale

Compilation of the new locale is done using the following command as root or using sudo. Replace hc_IL with your locale:

$ sudo localedef  -c -v -i hc_IL -f UTF-8 hc_IL.UTF-8

If the compilation is successful the compiled locale data is added to the archive file /usr/lib/locale/locale-archive.

Copy the new locale definition file to the locale definitions directory. Replace hc_IL with your locale:

$ sudo cp -v hc_IL /usr/share/i18n/locales/

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Activating the New Locale

In this step we want to configure the system and GNOME to use the new locale.

System-wide Settings

Edit the /etc/locale.conf file as root and set every line that starts with LC_ to your new locale. For example:

LANG=en_US.UTF-8
LC_NUMERIC=hc_IL.utf8
LC_TIME=hc_IL.utf8
LC_MONETARY=hc_IL.utf8
LC_PAPER=hc_IL.utf8
LC_MEASUREMENT=hc_IL.utf8

GNOME Settings

To activate the new locale in GNOME run the following command. Replace hc_IL with your locale:

$ gsettings set org.gnome.system.locale region "hc_IL.utf8"

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Validating the New Settings

The last step is to validate that everything works as expected. To reload all the settings the easiest for me was to reboot.

• Refer to the section "Checking Current Locale Status" to check that the system configuration is correct.

• Use GNOME Shell and locale dependent applications (graphical and console) and check that they behave as expected with the new locale. E.g. if you customized LC_TIME you can run the date command to validate the date format:

  $ date +%x
  21/04/15
  

Note: Everything was tested on Fedora 21 with GNOME 3.14. Other Linux distributions may require additional or different steps.

Please comment if you find any issues with the instructions.