Hi @mlk
I can repro (with Excel 365 v2011 build 13426.20404 / PQ v2.87.846.0) the issue with another query + Power Query regional settings = Italian (Italy)
As a workaround you can setup a separate query with the following code:
let
Source = Table.FromColumns(
{
{"gen","feb","mar","apr","mag","giu","lug","ago","set","ott","nov","dic"},
{"gennaio","febbraio","marzo","aprile","maggio","giugno","luglio","agosto","settembre","ottobre","novembre","dicembre"}
},
type table [ShortMonth=text,MonthName=text]
)
in
Source
and merge it with your main query to "replace" the short month names. See how here