You do not need to change your region or timezone. You need to change the locale, or "Language for non unicode programs". Review the instructions here:
https://www.java.com/en/download/help/locale.html
Make sure that the beta option for UTF-8 is not checked.
Once you've successfully changed locale, you need to delete UTAU and all related files, redownload the installer from the website again, and reinstall.