Sorry for my late response
Finally implemented.
See new properties: ShowMonthNames and MonthNames.
use the sort month name instead of the full name make sure that alpha characters can not be typed but typing 12 in the month field should jump to December typing 1 should do nothing but wait for the next char typing 01 should jump to January typing 2 or 02 should go to February etc.
Typing of numbers works, to jump to right month. Please test.
I have tested it. It works fine, thank you very much! This is exactly what I needed.
I have a little problem with string encoding. Month names taken from system when "Long" is selected gives me month names without national characters (Polish). It looks like the names are as AnsiString and your component uses UnicodeString. It's very small problem, I could use my own month names, but it should be corrected if someone else wish to use it.
Selecting by typing month number is fine. I think you could only change one thing: when user is typing (as month) a digit from 2 to 9, the month could be selected immediately, because there is no more than 12 months. When user wants enter i.e. may and presses 5, month name is not shown until user will press tab, right arrow or take focus out of editbox. User must type 05 and it then works immediately.