[itimpi]

That is strange. As long as the series name and series index fields are set in calibre they should automatically get put into the collection made from the series name on the Sony and put into that collection in order. You do not have to sort them in calibre first.

The only thing that occurs to me is that you may have disabled the calibre feature for making the series name into a collection by altering the options in the Sony Device driver?

I was not sure what you meant by changing the series name from the one in the metadata? If you meant the series name within Calibre then that does not matter the new name will become the new collection name on the Sony.