I'm glad you found a solution. Our wrapper control for jquery datepicker automatically adjusts to supported languages, it would work automatically with pt-BR but as far as I know pt-PT is not included in jquery ui so if you have a custom language file then you would need to use it the way you have done it.
The list of supported languages included with jquery ui can be found here.
Those are the language codes we automatically adapt to from server side code. Maybe you can contribute your pt.js file to the jquery ui project.
Best,
Joe