This would be easier to follow if we respect the simple structure of the Theatre View views, and use consistent terminology to refer to the parts of that structure. Any one view may have any number of Categories used in sequence for selecting files. After making those selections, the result is a File List. Information about the currently selected file is presented in the File Info Panels. The form in which Categories and File Lists are presented may independently be changed using the Toggle List Style menu item. This may be confusing if it suggests Categories and Files are similar objects (i.e., because they can both be represented by thumbnails)—they are not.
What you are doing is specifying [Name] as a Category. That's fine, but it's still a category. When you select a value in that category, you are selecting a Category that results in a File List of one movie (assuming your movie names are unique). The point of all this is that you need to specify the sort order of your [Name] Category, not the File List. That's done in the settings for that category, not in the Rules for file display.
To set the sort order, select the category in the configuration, then Edit... You'll see a Sorting dropdown from which sorting keys are selected. That won't help unless your [NameSorting] key is listed. It won't be unless you've previously saved it as a Preset in Standard View. To do that, select Sort inside groups by... from the tab menu and then Custom (at the bottom of the list). Add [NameSorting], then select Preset, then Save...
Although it doesn't seem to be an issue for you yet, understanding this should also suggest how the captions of your movie thumbnails can be changed. Again, these are categories, not files. So to change the caption, change the category itself—using an expression instead of a field. If you wanted the captions to be Title (Year), for example, you would simply change the category from [Name] to the expression [Name] ([Year]).