This is not exactly what you were looking for but if you use a second interactive filter to filter your field Class then it is possible to compare both interactive filters and get the Month for the selected Class
The formula in the interactive filter for the Month is then this one :
Filter(Students,Class.Matches([Select Students Class])).Month.Unique().Sort()
I’m getting back here because I’ve made a mistake about this yesterday .
While creating those examples, it’s seems that I had some troubles copying/pasting things for some unknown reasons (Sorry @Martyn_Thomas)
Here is a corrected test doc for the possibilities in my previous post