Filtering by month stops working for new year

Unfortunately, without having access to the PBIX file, or more screenshots this is going to be a difficult one to help you with. Furthermore, there are dozens of ways to report this information.

From what I can tell is you are persisting filters on the visual that are affecting the "FILTER('Order'..." portion of the DAX.

If there are any visual level filters limiting the years you can see, that would apply before "FILTER('Order'..." unless you specifically remove that context using ALL() (such as "FILTER(ALL('Order')...") however, you would then have to re-institute any outside filters you might want to keep on the 'Order' table.

Another piece might be that your Date table doesn't have enough years/months in it to be able to show or calculate that far out.