Thanks for an interesting question. I can think of a few different ways to define “featured images from a specific month“. Do you mean:
Filter Media Library items added in a specific month and used as a Featured image in any post/page.
If that’s right I can give you some help. You can define a custom field, populate it with the featured_in
data source, add it as a Media/Assistant submenu column and then sort on the custom field column. All of the information you need for that is in this earlier topic:
Media Library Modal – Show Featured/Inserted In
You can use the year/month dropdown control on the submenu to filter the display by a specific month, then sort the “featured in” column by clicking the column header once or twice to bring the non-blank entries to the top of the list.
I am marking this topic resolved, but if you have any problems or further questions regarding the suggested solution post and update and I will try again.