You can can create an Inferred Time Zone field and populate it on form submit, with the caveat that it can be wildly inaccurate because a user traveling abroad will allow their browser to adjust their tz offset, but this doesn't change their "home" tz.
You can also have the lead authorize geolocation in their browser and automatically derive the then-current tz from their latitude/longitude. But again, that may not be their "home" tz. The only way to know what time zone the user considers her/himself to be in is to ask for that info specifically.
To reword my question: is there a way to segment by country/state timezone for email sends. For example, anyone in east coast states will receive the email ET, etc. It doesn't seem like there is a filter for this so I am assuming I'd have to create lists for each time zone by scratch?
There is no such filter built-in. You can search the Community for other related comments.