I'd use the Concat() functions to display the values selected or possible in each selection. In the first case, this should do in the caption, though:
='Year: ' & Max(Year) & ' Month: ' & Min(Month) & ' - ' & Max(Month)
The second case is not possible, since the functions used to return possible values don't go in that from-to way you are expecting unless you use two fields instead of one, of course. I'd use something like
='Year: ' & Max(Year) & ' Month: ' & Concat(DISTINCT Month)
That will return the list for all months possible, Jan, Feb, Mar, Apr, May, Aug and so on.
Hope that helps.