Yes, that's what I needed to know. That's a classic broken monitor profile.
Windows Explorer is not color managed and doesn't even use the monitor profile. So it's unaffected.
You should use a calibrator to make a new profile, but if you don't have one, use sRGB IEC61966-2.1 for now. It won't be entirely accurate, but it's a lot better than a broken profile. The monitor profile is set up at system level here:
Relaunch Photoshop when done, it needs to load the new profile at startup.
Just leave everything in Color Settings at defaults (and no, Monitor RGB is not the default). If in doubt, just pick the North America General Purpose preset. That will always be safe. If you later need to change a few things, you will also know why. Until then, don't touch it.