FZ in global coordinate should be equivalent to Fy in local coordinate.
Why FZ=Fz ????
Why is this troubling? Forget local "y" and "z" for a second, let's discuss local "x". Depending on the orientation of the element, local "x" could be aligned with global "X", global "Y", or global "Z". Therefore it follows that local "y" and local "z" can similarly be aligned with any of the three global axes.
You state you want the loads at some special nodes. If these nodes are restraints, just use the "Local Restraint Report".