Hi @Gian
I found this link for you: https://community.fabric.microsoft.com/t5/Desktop/Paginated-Report-Can-you-sort-the-parameter-dropdown-list-by-a/td-p/3265701. You can try to modify the dataset model or modify the query.
In fact, I don't know much about Power BI. If the above methods cannot solve your problem, I suggest you to seek help from the Power BI community: https://community.fabric.microsoft.com/t5/Microsoft-Power-BI-Community/ct-p/powerbi.
If the answer is helpful, please click Accept Answer
and Up-Vote
for the same. If you have any questions, please feel free to let me know.
Best regards,
Aniya