Algo assim deve funcionar:
SELECT
YEAR([Expected Arrival Date]) + CASE
WHEN MONTH([Expected Arrival Date]) IN (11, 12) THEN 1
ELSE 0
END As FiscalYear,
CASE
WHEN MONTH([Expected Arrival Date]) IN (11, 12, 1) THEN 1
WHEN MONTH([Expected Arrival Date]) IN (2, 3, 4) THEN 2
WHEN MONTH([Expected Arrival Date]) IN (5, 6, 7) THEN 3
ELSE 4
END As FiscalQuarter,
...
GROUP BY
YEAR([Expected Arrival Date]) + CASE
WHEN MONTH([Expected Arrival Date]) IN (11, 12) THEN 1
ELSE 0
END,
CASE
WHEN MONTH([Expected Arrival Date]) IN (11, 12, 1) THEN 1
WHEN MONTH([Expected Arrival Date]) IN (2, 3, 4) THEN 2
WHEN MONTH([Expected Arrival Date]) IN (5, 6, 7) THEN 3
ELSE 4
END,
[Vendor Name]
ORDER BY
FiscalYear,
FiscalQuarter
;