You all might want to check out these threads:
Troubleshooting sorting options:
https://www.mobileread.com/forums/showthread.php?t=96361
Is there a way to create collections on PC:
https://www.mobileread.com/forums/showthread.php?t=98194
Kindle, Calibre and autor sort:
https://www.mobileread.com/forums/for...r=desc&page=10
But take care if you load a lot of books: indexing takes time on the Kindle and also takes a lot of batterylife. From my experience it is advisable to load it while/after indexing; even if the battery-indicator says full/half full. Good luck; it takes a lot of time, all the sorting, but one you're done, you're a happy camper.
edit; also don't overtax the Kindle right after loading a lot of books; it needs its energy for indexing. And don't forget to back it up.