Change the sorting order local settings in Power BI Desktop file (ä ö å etc.)
When you create a new .pbix file, the sorting order is defined and hard coded by the user interface language of Power BI Desktop, not by the regional settings under Options > Current File > Locale.
It means that if you create a .pbix file with English Power BI Desktop version, local characters (Finnish, Danish or Swedish: ä ö å etc,) are not sorted correctly in your model and you can’t change the hard coded setting later!
You’ll have to recreate the model in your local version of Power BI Desktop, if your data contains local characters and you’ll want to sort texts correctly.
For example here in Finland, end-users might use Finnish program versions but almost all professional users use English program versions.
This hard coded setting is truly a huge problem! Recreating a model is sometimes enormous work.
Please, make it possible to change the sorting order setting in .pbix file!
See also this discussion: