Sorting Slicer to Month

Since you already have your month numbers, this will be very easy for you.

Select your Month column, then select the Modeling tab at the top ribbon, then use the "Sort by Column" option to select the MonthNo column. This is happening because a text field will sort itself alphabetically by default, but you can instruct that column to sort by the numbers in your MonthNo column.

EDIT:

Here's a quick demonstration:

default sorts the first column alphabetically

"Sort by Column" selection on Rank

Now default sort for the first column is by the associated rank