You wish to change date format in Integration Center so that it is reflected in the file generated at SFTP.
You would like to know the available date format for a field in Integration Center.
Reproducing the Issue
This is a custom requirement/preference in handling date time fields.
From the "Field Configuration" tab, go to "More Field Options" as shown below.
You can find the available date formats and can change the format from the available options.
The availability of date formats vary with different fields.
This is only applicable for Date.Time fields and not to string fields.
lastModifiedWithTZ of User Entity is a String type field and you wouldn't find date formatting options.
Date formatting in IC YYYY/MM/DD MM/DD/YY , KBA , LOD-SF-INT-INC , Integration Center , How To