Not sure I got the question coorrectly. But what I understood is you want three separate drop down for date field for day, year and month. Pega does not have a specific control for this and html does not too. This is not a recommended practice. If you need to use this, you have to build 3 drop downs. For your needs, I would suggest keep 3 different Data Types for day, month and year and load the values in drop downs using Data Pages/Report Definition. In the RD use Descending sort order.
To display the date input in dropdown format,you can select displaymode as dropdown under the presentation tab for datetime control and these are by default sorted in the ascending order.There is no option to sort the values in descending order by default.
As this is not feasible to implement using OOTB control and we are not allowed to write a customized control, we are going to recommend to our clients to either live with the OOTB functionality or raise an SR to Pega