Below is the correct way to use the condition "DATE_FORMAT(convert_tz(from_unixtime(effective_date), '+00:00','+5:30'),'%Y-%m') = '2023-05'" in your case I'm just giving you an example below.
SELECT effective_date, DATE_FORMAT(convert_tz(from_unixtime(effective_date), '+00:00','+5:30'),'%Y-%m')...