Thank you Louis and Donald. I found the problem.
I'm not the server administrator so I'm not able to change the time zone or add the file that I need into /usr/share/lib/zoneinfo directory. So I wanted to set the zoneinfoPath setting to $VASTROOT_86/zoneinfo directory.
I noticed that the application was still looking for MST7MDT into /usr/share/lib/zoneinfo directory, even after change the abtnx.ini.
We discovered the following:
EsTimeZoneDatabase class>>#setTzInfoDir from EsTimeZoneAppUnix application is overwriting the value of the setting. We made this change to the original implementation to keep ini defined value:
ifFalse: ['/usr/share/lib/zoneinfo/']).