Let me try again, I'm not saying it clearly enough.
When you start Calendar, the current setting for timezone is shown in the upper right corner of the Calendar window. In my case, it says "Eastern Time." When you click on that time zone name, a box opens that offers "Other." If you choose that, a map opens of the world with the Pacific timezone highlighted and Cupertino as the suggested city. If you simply click "Cancel" the timezone in the upper right corner of the Calendar window remains Eastern Time. If you click on a different zone on the map when it is open and select a different city in that zone, and then click on "OK" then the timezone shown in the upper right of the Calendar window changes to that new timezone. If you now click on "Other" again, the map shows your most recent choice that you OK'd. But if you close Calendar and then reopen it, although the upper right hand corner of the window shows your most recently chosen Timezone, if you click on Other the map opens with the highlighted timezone as Pacific and the city as Cupertino. That's how it is designed. That's normal. Apple assumes that if you have just started Calendar and click on Other that you want to change timezones, so they "helpfully" default to Pacific and Cupertino because that's where THEY are, no other reason. But if you have changed TZ in this session of Calendar they show what you selected. So, basically, if you pick "Other" from a fresh start of Calendar, it goes to Cupertino, but if you pick "Other" after setting the timezone in that session, it stays on what you just selected. No matter what, you must click on OK to actually change the timezone setting.
Connections have ZERO to to with timezones, except that the OS determines UTC from connections to certain time servers on the internet and if you tell it to automatically set the TZ from your location, it will adjust based on your IP. From UTC, it calculates your local time for the system from the System Preferences/Date & Time/TimeZone setting. However, the default TZ for Calendar operations should be from the setting shown in the upper right corner of the Calendar window. The rationale for that function is that while the clock UTC doesn't ever change location (UTC is UTC, always) you may move to or live in a different time zone, so you get to set your system clock display and calculations using the System Preferences. In Calendar there is another complication in that you may receive invitations, or send invitations, from and to other TZs, so it's important to be able to have the time shown properly on your calendar. That's why Calendar has a separate setting for the TZ you want it to use, and if you check the Calendar Preferences box for "Turn on time zone support" then you can have your calendar adjust as you receive invitations from other time zones by setting it in System Preferences for Calendar. So if your friend in London UK sends you an invitation for a meeting at 3 pm in London and you live in Virginia with Eastern Time selected in Calendar and time zone support turned on, the invitation will post to your Calendar at 10 am EST. Note that 3 PM London time and 10 AM Eastern time are both 3PM UTC (Actually it's 1500 UTC, but I don't want to get into 24 hour time here!)
So, I can travel from my home in Virginia to London, UK, for example and if "Set time zone automatically" is checked, when I boot my machine and connect to the internet, my clock will update and my TZ will update to match my perceived location based on my IP address. So my local clock will show London time, not Virginia Time. If I open Calendar, it will still show Eastern time in the upper right corner because that is what I chose. What will be on my calendar will be my appointments in EASTERN time, not UK time. To get them to show in UK time, I have to click on "Other" and select the time zone for London, UK. Then I reverse all that when I return to Virgina.
Clear as mud? Time is a complex subject in computing and the idea is to give you flexibility to enter data without having to do the calculations from UTC yourself. The system does it for you.