If you were creating this in the query editor it would be easy. There is a Date.WeekofMonth formula. So I'm going to assume you're writing this in DAX. The easiest way I can think of is to use the WEEKNUM formula, which returns the week number in the year. Subtract the WEEKNUM of the first week of the month from the weeknum of the week you're on, and that gives you the week of the month. Don't use the date of the first of the month though, because you'll mess up on weeks that start at the end of the previous month. Use the date of the last day of the week to find the first weeknum of the month.
Your solution gives me the number of week, which I already have in column Day_Wk_Num. What I'm looking for is what I have in column "Week_Of", which is basically the date of each week begining date, repeating for each day of that week.