The shelf ordering works by changing the "DateModified" value in the database for when the book was put onto the shelf. It changes the dates for the books on the series shelves so that sorting be "Date Added" when viewing the shelf will sort the books in the series.
The dialog also has an option to set the sort order in the config file. This writes a line to the config file that is the same as what is put there when you select the "Date Added" order on the device.
I have just done a quick test of this on my Glo with FW3.2.0 and can see no problems. If I select the "Date Added" sort, the books are in the series order. This gets remembered by the device. If I use the config update option it works as well.
Can you tell me exactly what you have done and what is happening? And I think posting you "Kobo eReader.conf" might help.
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