SQL Log Shipping - What is the date time format used by transaction log file name?
What date time format is the transaction log expressed

Yes, it is UTC time with the format dbname_YYYYMMDDHHMMSS (time is backup start time in 24 hours format). I think, following screenshot (copied from..) can help for easy validation.
Left side: Highlighted is Log Shipping backup name with UTC datetime
Right side: Date modified column indicating the time in +4 time-zone