Question on building Dimension table

I'm trying to create Aggregate Dimension for Power BI, I'm not sure this is the right forum, but a question for development of the Aggregate Dimension.

I have a Date Dimension with one of the attribute is Month.

Question is in that property OrderBy there are 4 options :

Key
Name
Attribute Key
Attribute Name

The default is Name, but if I change to Key, what key exactly it referring to ? Is it the underlying table's Key ? what if there are multiple keys, how we select which key.

Because currently when I'm using this Aggregate Dimension in Power BI, the month is sort by its name, not by the month number. And there is limitation whereby Power BI cannot support Sort By another column for Direct Query, so must do it in SSAS

Thanks,