You can use DateTimeFormatter.ISO_OFFSET_DATE_TIME to format the parsed ZonedDateTime. However, if you are expecting the date-time always in UTC, I recommend you convert the parsed ZonedDateTime into Instant.

Demo:

import java.time.ZonedDateTime;
import java.time.format.DateTimeFormatter;
import java.util.Locale;

public class Main {
    public static void main(String[] args) {
        DateTimeFormatter dtfInput = DateTimeFormatter.ofPattern("dd.MM.uuuu HH:mm z", Locale.ENGLISH);

        ZonedDateTime zdt = ZonedDateTime.from(dtfInput.parse("31.07.2020 14:15 GMT"));
        System.out.println(zdt.format(DateTimeFormatter.ISO_OFFSET_DATE_TIME));

        System.out.println(zdt.toInstant());
    }
}

Output:

2020-07-31T14:15:00Z
2020-07-31T14:15:00Z

ONLINE DEMO

Learn more about the modern Date-Time API^* from Trail: Date Time. Check this answer and this answer to learn how to use java.time API with JDBC.

^{* If you are working for an Android project and your Android API level is still not compliant with Java-8, check Java 8+ APIs available through desugaring. Note that Android 8.0 Oreo already provides support for java.time.}