get the months from 2 dates

The Calendar function will only create a table with all days- it's made that way so it works with Power Bi's built-in time intelligence functions. If you want to avoid this, you'd have to create your own table. The easiest way is probably just to create an excel book with a row for each month with "Datetime , MonthNumber , MonthName" and import the data from there. Do keep in mind that the datetime object does need to include a day, probably the first of the month, so that Power Bi recognizes it as a datetime.