List.generate help

Hi Jurekbartlomiej  - alena2k has provide a good solution, but I wanted you to highlight the following:
(1) note we have changed the > to < for this step "each _> _[DateEnd]".  It is corrected to "_ < _[DateEnd]"
(2) why it is not working for the future reference. 

In the following step from your code:

#"Added Custom" = Table.AddColumn(#"Changed Type", "Custom", each List.Generate(
()=>[DateStart],
each _>[DateEnd],
each Date.AddMonths(_,1)
))

Power Query has lost visibility of the [DateStart] and [DateEnd] from the original table #"Change Type" when List Generate invoked new each step.  The above can be rewritten like this, but Power Query will be confused:

#"Added Custom" = Table.AddColumn(#"Changed Type", "Custom", (_) => List.Generate(
(_)=> _[DateStart],
each _> _[DateEnd],
each Date.AddMonths(_,1)
))

The second (_) effective replaces the first (_), so Power Query does not know where to look for [DateStart] and [DateEnd].  So when alena2k suggest to use the function, the values of the date are pass from table to the function then to List Generate.

It possible to include this as a nested step, but an alias is required for the table to avoid confusion.  It look like this:

= Table.AddColumn(#"Changed Type", "Custom", 
(a) => 
    List.Generate( 
        () => a[DateStart],
        each _ < a[DateEnd],
        each Date.AddMonths( _ ,1)
    ), type list)