Error:**ORDER BY items must appear in the select list if the statement contains a UNION, INTERSECT or EXCEPT operator.**

I worked it out sorry for being hasty on asking this but think what I have done works.

SELECT * FROM( SELECT [Inceptmonth] ,SUM([policysIn])[policysIn] ,SUM([Late])[Late] ,AVG([avgdays])[avgdays] ,CONVERT(VARCHAR,CONVERT (decimal(5,0),SUM([ontime] * 100.0) / SUM([Policysin]))) AS [Success] ,DEPT FROM lee_em.dbo.[MONTHLYA] WHERE dept = 'cargo' GROUP BY INCEPTMONTH,DEPT UNION ALL SELECT 'Grand Total', SUM([policysIn]) ,SUM([Late]) ,AVG ([avgdays]) ,CONVERT(VARCHAR,CONVERT (DECIMAL(5,0),SUM([ontime] * 100.0) / SUM([Policysin]))) AS [Success] ,DEPT FROM lee_em.dbo.[MONTHLYA] WHERE dept = 'CARGO'
GROUP BY DEPT )DATA

ORDER BY CASE [Inceptmonth] WHEN 'Jan' then 1 WHEN 'Feb' then 2 WHEN 'Mar' then 3 WHEN 'Apr' then 4 WHEN 'May' then 5 WHEN 'Jun' then 6 WHEN 'Jul' then 7 WHEN 'Aug' then 8 WHEN 'Sep' then 9 WHEN 'Oct' then 10 WHEN 'Nov' then 11 WHEN 'Dec' then 12 WHEN 'GRAND TOTAL' then 13 END

If you need some kind of mapping to get the data ordered in a certain way, I'd prefer the following query structure:

with SomeData as (
 --some dummy data
 select 'Feb' as InceptMonth, 42 as PolicysIn
 union all select 'Jan', 57
 union all select 'Apr', 120
 union all select 'Feb', 24
)
, MonthOrder as (
 --currently hardcoded, would even be better if coming from table
 select 'Jan' as MonthString, 1 as OrderValue
 union all select 'Feb', 2
 union all select 'Mar', 3
 union all select 'Apr', 4
 union all select 'May', 5
 union all select 'Jun', 6
 union all select 'Jul', 7
 union all select 'Aug', 8
 union all select 'Sep', 9
 union all select 'Oct', 10
 union all select 'Nov', 11
 union all select 'Dec', 12
)
select InceptMonth, SUM(PolicysIn) PolicysIn
from SomeData
inner join MonthOrder on MonthOrder.MonthString = SomeData.InceptMonth
group by InceptMonth, OrderValue
order by OrderValue;

Please note: what I've posted is a simplified version of your situation just to indicate how the query could be improved for readability/maintenance purposes.