Same here. Our financial years spans from July to June and Q1 is Jul to Sep. So when we use the Gantt chart, the quarters are appear on top, but they are the calendar year quarters and it creates a lot of confusion, making the Gantt chart unusable. This is extremely frustrating.

I have looked into this and it seems it's not currently possible. But I am desperate to be able to customize Quarters in Gantt view and calendar quarters are simply not how my organization works and it leads to confusion.