What about the CD/DVD player in the car? I'm pretty sure mine doesn't read playlists (although it does have a "random" feature).
I can't believe that a $5 mp3 player can read playlists but a $200 head unit cannot. You're right, I forgot about the wacky world of car audio.
A terrible workaround would be to create a new library, create duplicates of the files you want to burn in a separate (sandboxed) folder, import them, order them correctly, use the "fill tracknumbers from list order" tool, and rename the files using the new tracknumbers as a prefix.
I suppose you could also use your existing library, create a custom library field called "list order" or something, and fill it manually based on the order of your playlist. Then run a copy function from the rename, move, and copy files tool to a new (sandboxed) folder using your custom field as the filename prefix, and just drag and drop the files onto the DVDR.
Highlight from the bottom of the playlist to the top, then drag the playlist to the burn area...or highlight from the top of the playlist to the bottom....can't remember which, but I think it's the first....now i have never done such a large playlist....you also may have to do smaller chunks of the burn process to get the results your looking for...do a test on a smaller playlist and see what happens...there is a test mode...
I don't think this is what OP is after. "Burn order" in this case will be filename based since he or she isn't converting to redbook.