I suspect that calibre can't help you there. If you have filled in correct metadata, and sent the books to your device, then it is up to the device to list the books. What you can do is modify the metadata to, for instance, include series information in the book title. You use a "plugboard" for this.
In calibre you only have to click on the labels for different fields to change the sort order. For instance to sort on series and then author, click author then series.
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