Teo Lachev has some tips on working with time zones in Power BI:
A client has Power BI models connected to Dynamics Online. Dynamics stores all dates in UTC instead of keeping the time offset, such as 7/14/2020 1:21:29 AM +00:00. Naturally, the users want to see dates localized to the US Eastern Time zone. Easy, right? Use the Power Query ToLocal time transformation (in the Transform ribbon, expand Time, and then click To Local) to offset with the desired number of hours. But there are a few issues with this approach:
Read on to understand why this approach won’t cut it, and to get one which will.