Show missing values says, "given point A and point X, fill in all the values in between". In your example, you have to consecutive months. If it were to fill in missing values, it has no clue how to define "missing". Theoretically, if it were to extend to values outside the min and max dates of your data, it would extend infinitely into the future and the past, which sounds cool except your data wouldn't really be noticeable in this infinite-ness.
Your best bet is likely to have a calendar file in Excel, (left) join your existing data to this, and you'll have all the dates for this year whether or not they've happened. As values are filled in, they will appear in the correct columns.
As for your fiscal year problem, right-click Reference Date -> Default Properties -> Fiscal Year Start -> October. This should order them correctly when you show more data.
What would the calendar file look like?