Maybe the “K” format specifier would be of some use. This is the only one that seems to mention the use of capital “Z”.
“Z” is kind of a unique case for DateTimes. The literal “Z” is actually part of the ISO 8601 datetime standard for UTC times. When “Z” (Zulu) is tacked on the end of a time, it indicates that that time is UTC, so really the literal Z is part of the time. This probably creates a few problems for the date format library in .NET, since it’s actually a literal, rather than a format specifier.