The timezone_n.dat file is in the shared library itself, like the large file. You just set the variable to the file name to indicate that this one should be loaded instead of the large one. Note, that the "n" after underscore is actually a version number depending on the Instant Client release. So, you set the variable like:
setenv ORA_TZFILE timezone_31.dat
when the IC version is 18.3. Also, unless you have specific performance or memory problems with the client, just use the large file.