You said column DeleveryDate full of Date dd/MM/YYYY), can you tell me why the column DeleveryDate has the values like '3', '1' in your screenshot? String '3' or '1' are not the date string with format dd/MM/YYYY.
If you want to do some data convert in Data Factory, I still suggest your to learn more about Data Flow.
For now, we can not convert date format from dd/MM/YYYY to datetime yyyy-MM-dd HH:mm:ss.SSS directly, we must do some other converts.
Look at bellow, I have a csv file contained a column with date format dd/MM/YYYY string, I still using DerivedColumn this time:

Add DerivedColumn:

Firstly, using this bellow expression to substring and convert dd/MM/YYYY to YYYY-MM-dd:
substring(Column_2, 7, 4)+'-'+substring(Column_2, 4, 2)+'-'+substring(Column_2, 1,2)

Then using toTimestamp() to convert it:
toTimestamp(substring(Column_2, 7, 4)+'-'+substring(Column_2, 4, 2)+'-'+substring(Column_2, 1,2), 'yyyy-MM-dd')

Sink settings and preview:
My Sink table column tt data type is datetime:

Execute the pipeline:

Check the data in sink table:

Hope this helps.
dd/MM/YYYY. - Leon Yue