Gday.
Working with dates is described reasonably well in this answer here: converting utc to est time in python
In that case they have the timezone offsets as numbers e.g +11:00. You have the US short code. So you could convert that column to the numerical equivalent first and then use that function.
Personally I find the notation "Australia/Melbourne" way easier to deal with - especially because it thinks about daylight savings etc for you. Timezones are a nightmare. Thats described here: Python: datetime tzinfo time zone names documentation
In terms of the hour column, you can just use a string function to join those two values together to form a date and time string.
So I'd suggest you convert that timezone column to that format (I.e EST as America/New York), etc, then feed all three columns into a datetime convert line per the first answer