Add rows for missing months

Without a date dimension table, this is quite a bit of work since the months are not numbered or ordered.

You can still do it like this though:

Cross =
VAR Cartesian =
    ADDCOLUMNS (
        CROSSJOIN (
            VALUES ( Table1[Country] ),
            SELECTCOLUMNS ( GENERATESERIES ( 1, 12 ), "MonthNo", [Value] )
        ),
        "Month", FORMAT ( DATE ( 2000, [MonthNo], 1 ), "mmmm" )
    )
VAR AddScore =
    ADDCOLUMNS (
        Cartesian,
        "ScoreLookup",
            LOOKUPVALUE (
                Table1[Score],
                Table1[Country], [Country],
                Table1[Month], [Month]
            )
    )
VAR FillScore =
    ADDCOLUMNS (
        AddScore,
        "Score",
            VAR CountryRow = [Country]
            VAR MonthNoRow = [MonthNo]
            VAR LastScoreMonth =
                MAXX (
                    FILTER (
                        AddScore,
                        [Country] = CountryRow
                            && [MonthNo] <= MonthNoRow
                            && NOT ISBLANK ( [ScoreLookup] )
                    ),
                    [MonthNo]
                )
            RETURN
                MAXX (
                    FILTER ( AddScore, [Country] = CountryRow && [MonthNo] = LastScoreMonth ),
                    [ScoreLookup]
                )
    )
RETURN
    SELECTCOLUMNS (
        FillScore,
        "Country", [Country],
        "Month", [Month],
        "Score", [Score]
    )

Here's what this looks like with the helper columns included: