I understand this is an old thread but just documenting a solution hoping it might help someone.
Below topic suggest not to set any timezone for agent in CUIC, but that did not work for me.
My primary UCCX server is in Perth and agents are located in Melbourne. Finesse gagget was showing Perth time, it was corrected after setting timezone for each agent under CUIC > Users > Security > User List > Select agent > Edit > Time Zone > Set required timezone
This was for UCCX 11.6.2