I found the [link|https://www.sony.com/electronics/support/res/manuals/4480/7021a0bfd83bde6bde79345e57d17868/44805281M.pdf|User Manual|new_window=true] for this clock. It looks like it ''should'' automatically change to the correct time zone. That said, if it were working you wouldn't be here. =]
In addition to the clock setting automatically, it looks like you can also set it manually. Is it possible that in addition to selecting 2 for the time zone, you've manually set it back 2 hours?
[image|2898440|size=large]