Good morning Miriam and welcome back!
Thank you for reaching out to us and for the fantastic feedback.
I would love to answer your questions.
1. Where do I change the next/previous buttons, I would like to change this function to my own icon but cant find where is the file (tribe_events_the_mini_calendar_prev_link, tribe_events_the_mini_calendar_next_link)
These are defined in the the Events Calendar Pro add-on.
I believe you will be interested in the following file:
/wp-content/plugins/events-calendar-pro/src/views/pro/widgets/mini-calendar/grid.php
Additionally, you could probably simply change that look using CSS only.
2. Is there a way to change the day display in the top of the mini calendar widget to display full day like (Sunday).
If I understand what you are trying to do, you want to display the full name of the days as opposed to the abbreviation. Can you confirm ?
If that is the case, you can achieve that by using the following: https://theeventscalendar.com/knowledgebase/change-the-wording-of-any-bit-of-text-or-string/
Best regards,
Geoff B.