(Another) Sort by another column problem

I believe I've solved this problem. It was caused by a relationship between my date table and a fact table. The relationship was between a calculated column in the latter that looked up a value from a column in the former. Power BI allowed it, but it seemed to affect the behaviour of reports built using the dataset.

Removing the relationship means I can perform the sort I need.

To recreate the relationship, I've calculated a table in the query that include only the columns I need and inserted this between to the two tables in my model.