Custom formats are specific to the Document in which they are created. Your custom date format will be available to any "new sheet" you open in the (spreadsheet) Document in which it was created, and will be saved as part of that Document when you save.
It will not be saved outside that Document, and will not be available in any other Document until you put it there.
You can do as VikingOSX suggests, and save the document containing the custom format as a Template. The custom format will then be included in any new document created from that Template.
You can also add the Custom format to an existing document or a new document created with a template not containing the custom format using these steps:
Open the document containing the custom format.
Select a cell that has been formatted using the custom format. Copy the format (option-command-C)*.
Switch to the document in which you want the custom format available.
Select any cell you want formatted with the custom format. Paste the format (option-command-V)*.
Select a new cell, and open the Cell Format panel. Choose Date and Time, and you should see your custom format in the list of available Date and Time formats.
*These copy and paste commands can also e found in the Format menu as "Copy Style" and "Paste Style."
Regards,
Barry