I found 'week of year' and 'week of month' under Date section in Add column.
Is there a way to find week of Quarter from a given date either through DAX formula or query editor?
I do not know of any DAX function that does exactly that.
But the recommended approach is to create a data dimension table yourself. And then you can add any column or type of date property you like.
Here is a nice post on how to do that with Power Query (get data):
https://blog.crossjoin.co.uk/2013/11/19/generating-a-date-dimension-table-in-power-query/
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