First of all, set Save For Web preview to "use document profile". This will display the image with proper color management, which will always be identical to Photoshop (always color managed). The "internet standard" setting is a totally useless hybrid setting that doesn't tell you anything useful.
Windows Photo Viewer (the Windows 7 app) is color managed and should always be identical to Photoshop. This in contrast to the Windows 10 "Photos" app, which is not color managed and will never display correctly.
This indicates a problem with your monitor profile, because a broken or defective profile can often affect color managed applications differently.
The Photoshop version looks correct and the Photo Viewer version wrong. It has abruptly clipped shadows while Photoshop maintains shadow separation.
My guess is that you got a bad monitor profile from the manufacturer, distributed through Windows Update. This happens a lot.
If you don't have a calibrator to make a new profile, use sRGB IEC61966-2.1 until you do. Set this up in Windows Color Management > Devices, and relaunch Photoshop when done - it needs to load the new profile at startup:
