I do not use Sony Library for anything. Editing metadata in Calibre allows one to specify a series name, and the number of the book in that series. Calibre then displays the books in that order.
When transferring the books to the reader, the books initially appear in a collection with that same order, if sort by order is selected on the reader. However, I've found that if I have transferred an incomplete series, missing a book, then add try to add it later, say number 3 from a group of five, it appears at the end of the list on the reader. So it seems like the reader actually displays the books in the order they were loaded, instead of the order of the series.
In the example I cited, in order to get the books in the actual series order on the reader, I delete the whole series of books from the reader, and then reload all, including book 3, from Calibre again. It's a hassle, and shouldn't be necessary, but it doesn't take long, and is the only way I've found to reorder the books on my reader when I've added an intermediary series book.