A scheduled report will export in the TZ of the person that scheduled the report. It's as simple as that.
Currently, as administrator, you are not able to edit the creator/owner of a scheduled task, so you can't create one yourself and then edit it to run under a different user (in a different time zone). Here is an enhancement request you can vote for regarding this proposed functionality: Add functionality for other users to view/edit scheduled tasks created by someone else. Another potential enhancement you could suggest (I don't think it already exists)
In the meantime, if you are an admin and HAVE to create jobs yourself to run under different time zones, I would suggest adding Xtraction Local authentication as an option so that you can create a series of "report" users, one for each time zone, that you can log into to create scheduled jobs that need to be run in that specific time zone.