> 2. Execute 'set TZ=Europe/Moscow'

The Windows C runtime supports a simple format for the TZ environment variable, which is detailed in the documentation of _tzset() [1]. For example, it's "MSK-3" for Moscow Standard Time. It's -3 because the offset is from local time to UTC. 

The CRT does not verify that the TZ value is valid. "Europe/Moscow" is invalid, but it's blindly parsed anyway. There's no UTC offset, so it defaults to UTC (0 offset). It's parsed as supporting daylight saving time, according to U.S. rules. Currently this corresponds to UTC + 1. That's why there's a -2 hour delta from Moscow Standard Time, which does not observe daylight saving time.

I recommend that you unset the TZ environment variable before running Windows Python. Use the system timezone.

---
[1] https://docs.microsoft.com/en-us/cpp/c-runtime-library/reference/tzset?view=msvc-160