How to customise sorting range values in Matrix?

Create a sort order calculated column in the same table:

PO Range Sort =
SWITCH (
    TRUE (),
    'Purchase Orders and Items'[Total Order Value] <= 1000,    1,
    'Purchase Orders and Items'[Total Order Value] <= 5000,    2,
    'Purchase Orders and Items'[Total Order Value] <= 10000,   3,
    'Purchase Orders and Items'[Total Order Value] <= 25000,   4,
    'Purchase Orders and Items'[Total Order Value] <= 50000,   5,
    'Purchase Orders and Items'[Total Order Value] <= 250000,  6,
    'Purchase Orders and Items'[Total Order Value] <= 1000000, 7,
    8
)

Then apply Sort by Column:

Select the PO Range Value column → Column tools → Sort by Column → PO Range Sort