I had the same problem. Go to this thread -
https://www.mobileread.com/forums/sho...d.php?t=169043 - and you'll find great instructions for setting up sorts in Calibre from an expert at the end of the thread.
I've found that even after following all the advice on the boards and getting great help from several kind and knowledable souls, I couldn't get a Calibre sort to work properly on an SD card, and that was on two different machines and two different cards. I could and did get it to work on the reader's internal memory, so that's what I did.
There is a workaround that some folks have used which was pointed out to me by Jackie_W, "which is discussed in the main Calibre/PRST1 thread posts #302/303. The explanation of why the problem occurs is in post #317 of the same thread." I had no luck with it, but maybe you will.
Hope this helps!