COBOL run time zone different than local time zone.

We have recently moved to the AZURE cloud and have a discrepancy between time stamps generated by COBOL processes and displayed to staff. (Tuition Calc last, Academic Progress, GL runtime) We have set the Base Time Zone via PIA in PeopleTools -> Utilities -> Administration-> PeopleTool Options to the local time zone and set personalization to the local time zone and the Use Local time zone to Yes.

All the other processes are using local time zone values as

Yes the data center is not in the same time zone. Can COBOL processes use the local time zone and not Data center time zone?