How can I keep the column order from my data source? PBI seems to change to alpha order. Ex. - Columns labeled and ordered: 'Actual, Previous, Budget, Forecast', get reordered in PBI as 'Actual, Budget, Forecast, Previous'.
If you are talking about the table\column order in the Field List, then curently you cannot change it. We do have a feature in the backlog to allow Alpha. Natural and Customer order.
If you want to sort categories in the visual using specific order, then you can use the Sort By feature in PBI Desktop. It allows you sorting one column in the model by another. You will need to create adiitional column in the table that contains the sort order as a numeric.
@junder You can create a new calculated column with Actual=1, Previous=2, Budget=3, Forecast=4 and later sort original calculated column based on this new calculated column by selecting the filed and Modeling option as shown below