Are you still using version 7 for this project?
The thing is that all objects are obviously stored with server time and the timezone setup influences the display only. Therefore, it depends on where do you see the orders. If in the Tools / E-commerce / Orders, then the unigrid listing doesn't apply timezone filtering.
It should be possible to apply the timezone shift for the listing, but I'd like to ask first whether the project is still on v7 and also if you want to see the timezone matching order datetime in general orders listing or in some other places (customer's orders, etc.)
Thank you in advance for information.