Distinct 不是一个函数；因此，不需要使用带distinct的括号。
然而，您需要月份和年份的不同组合，这样您就可以使用 Group By 相反，使用日期函数 Month() 以及 Year() .
还有，在你的 Union 查询，定义 data 第二个和第三个select查询的别名将不起任何作用。mysql只考虑第一个select查询列名。
请改为执行以下操作：

SELECT 
  YEAR(tbl.data_vencimento) AS year_data, 
  MONTH(tbl.data_vencimento) AS month_data, 
  DATE_FORMAT( MAX(tbl.data_vencimento),'%m/%Y' ) AS data 
FROM (
      select data_vencimento from custo_extra_movimento where id_admin
      union
      select data_vencimento from custo_fixo_movimento where id_admin
      union
      select data_vencimento from custo_variavel_movimento where id_admin
     ) AS tbl 
GROUP BY year_data, month_data 
ORDER BY year_data DESC, month_data DESC

我认为这就足够了：

select date_format(data_vencimento, '%m/%Y') as data from custo_extra_movimento where id_admin
union  -- on purpose to remove duplicates
select date_format(data_vencimento, '%m/%Y') as data from custo_fixo_movimento where id_admin
union  -- on purpose to remove duplicates
select date_format(data_vencimento, '%m/%Y') as data from custo_variavel_movimento where id_admin
order by data desc;

老实说，我对订购的逻辑有点不清楚，所以可能会被取消。