Why are my Calendar entries switching to the incorrect time zone?

When I input a all day calendar entry (such as a birthday) on my Samsung S5 and synchronize it with Outlook, the calendar entry shows up as Pacific Time Zone instead of Central Time Zone that the phone is set for. I have checked the time zone settings to ensure it is set on Central Time Zone.
When I go back to the calendar on the phone it displays as Pacific Time Zone. I created a new calendar entry ensuring I am on Central Time zone and it created it with the Pacific Time Zone again.
I live in Illinois so am not bordering another time zone, let alone Pacific.

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