You can enable support for the Z suffix this way:
uses Bcl.Utils;
...
DefaultTimeZoneMode := TTimeZoneMode.AsLocal;
Note this will not only access the Z but will also convert the date to local time. If you want the parser to just access the Z suffix but ignore it as an UTC date, considering it just a local date, use Ignore:
DefaultTimeZoneMode := TTimeZoneMode.Ignore;