Is your month field a dual field? Essentially how is Month getting created? Is it Month(DateField) as Month or is it a field from the database? If it is coming from database, may be you can do something like this:
It is Month(DateField) and definitely stored as a dual function.
If i create a list box on the front end i can sort correctly, however when a user uses the selections tool its still alphabetical. There doesn't seem to be any settings to adjust the way its displayed in the selection tool.
I am facing the same issue as well when using month in a pivot table... I have even written an expression to manipulate the order but it doesn't seem to work and Qliksense automatically sorts alphabetically.. I have used the same expression for the measure the sort works perfectly fine ...works fine with filter as well..