Index / match functions

... Can i take it a step further to bring back the month the first time A5:G5 is less than 0?

Try this array formula

=INDEX(A3:G3,1,MATCH("-*",TEXT(A4:G4,"0"),0))

Confirm with Ctrl+Shift+Enter not just Enter

See A7 in this workbook, we seem to be talking about different rows.