I called Amazon and spoke to a gentleman there about this problem.
He noticed that some of the books I mentioned were not purchased via Amazon.
It turns out that the only books out of order were the newly downloaded ones from Smashwords!
There is no workaround from the Amazon side. I emailed Smashwords about the problem, but still waiting for a response.
Unless someone has another idea, I might just keep all Smashwords books in a separate folder. That will keep all the works by the same author together, even if it is by their first names.
Awkward, but I don't know what else to do.