Is it true? And MT5 not allowed to change time zone?
There is nothing to clarify. The answer you got is pretty clear.
The timezone is set by the broker (server), you can't change. Search for a broke who uses the timezone you want.
Brokers use a variety of timezones. Their local time (with or without DST,) GMT/UTC, GMT+2, NY+7.
Only with NY+7 does the broker's 00:00 equals 5pm ET and the start of a daily bar is the start of a new FX day.
GMT brokers, means there is a 1 or 2 hour D1/H4 bar on Sunday (depending on
NY DST,) and a short Friday bar.
GMT+2 is close but doesn't adjust for NY DST.
EET is closer except when their DST
doesn't match NY's. Last Sunday of March and 1:00 on the last Sunday of October
vs second Sunday in March and return at 2:00 a.m. EDT to
1:00 a.m. EST on the first Sunday in November.
Non-NY+7, means the chart daily
bar overlaps the start, and converting broker time to NY time requires broker to GMT to NY timezone conversions.