Display/Sort Months Chronologically

Hello, 

I am having difficulties sorting my months in order for my graphs as well as my slicers.

I read that you can have  a column for the month number the go to Modelling>"Sort by Column" however, it is not working for me.

I wrote some DAX to generate my month number column called "Fiscal Period Number" since there are far too many rows to type them individually (see image below)

Then I went to Modelling>Sort By Column>Fiscal Period Number while the Fiscal Period Column was selected. This notification pops up:

Sorry, I have tried to add it 3 times but it's not posting. It says:

"Sort by another Column

This column can't be sorted by a column that is already sorted, directly or indirectly, by this column"

In the table, they seem to match up:

I tried changing the column type to numbers but the same notification pops up. Is this because I created the month number column based on the month column through DAX?

Here Are some examples of my slicers and figures listing the months in alphabetical order: