...Is this not working for you?
I believe what you've illustrated is the sort setting for the category itself. This may seem too obvious to require a sort setting, but there are some fields many would prefer to be sorted in descending order (e.g. Rating, Year). Categories can also be defined by expression, the result of which may not be the desired sort order. This setting allows it to be set independently.
The sort setting for the file list is in
Rules for file display. Without a setting here, the default will be the file caption, which is likely [Name]. That's no doubt the problem here, because [Name] has been changed to Episode Title. This is a perfectly sensible thing to do. All that's required is to set "Sort by" to: Series (a-z), Season (a-z), Episode (a-z).
I've worked out why it doesn't work!
You're figuring it out faster than I can complete my post.
I'm not sure what your problem is movies. All
Rules for file display have "Modifiers," one of which is the sort order.
However the name is too long to see the name of the episode (maybe not in this instance but I have lots of different shows and movie series where the name is much longer).
I understand the Thumbnail
List Style may be preferred, but the simpler solution would be to use one of the other styles and take advantage of the much greater space available for the file caption. This also allows for a more visible backdrop...