Test the two parts of the sort expression in text boxes -
Does Match(Qtr,'Q1','Q2','Q3','Q4') work as expected when you select a single possible value for Qtr", and
does Match([M o n t h],'Jan','Feb','Mar','Apr','May','Jun','Jul','Aug','Sep','Oct','Nov','Dec')) work correctly when you select a single value of [M o n t h]? This may help pin down the problem.
Also be aware that if nothing is selected, then f(GetFieldSelections(Periods)='Qtr', will always return false.