Ok so here goes...
This will create a custom item. You'll still have the stock items as well.
Go to Tools > Options > Theater View
Add > Library Item. Rename it as you will.
Then click "Set rules for display"
Under Rules (where [] indicate the drop down lists)
[Series] [is] (Select Applicable Options)
Add New Rule (as many as needed)
[Season] [is] (Select Applicable Options)
Repeat as needed for all tags necessary, then click OK.
Nest the new item under the section you want (e.g under Shows), this will then show a box with an "Add" button on the right side of the dialog box.
This is where you set the sorting.
In your case, I'd suggest Series, then add a second item for season if you'd like.
Hope that helps :-) Sorry I don't have pics, my remote keyboard doesn't have a PrtScn button :-/
Welcome aboard, by the way