Photoshop "saved as" and exported JPG colour changes

Here is the problem and an image of the problem (above)
This is a screen print of my problem - Image on the left is in Photoshop, image on the right is the exported or "saved as" image viewed in Windows Photo viewer (the same colour change is present in all other apps I open the exprted image with, including browsers). I have "saved as" and exported to all available formats and it seems that only in TIFF format the colour is saved correctly. But I want a file in JPG for web use, so TIFF wont work.
What I tried so far to fix it
I have read about sRGB and have updated the Edit > Convert to Profile > sRGBIEC61966xxxx setting. I still have the colour change problem.
Any advice? It is very frustrating 🙂
Thanks,