This is not a perfect solution, but if you sort by "Recent" then you can set the order by doing something to the books in the reverse order that you want them to display.
I don't use collections for series, I just search on the series name, and that gives a list of all the books in the series sorted by most recent. Normally after I have finished reading a series they will be in reverse order, but it is easy enough to do a "Mark as finished" on each book in reverse series order, so that they end up being sorted in the correct order. Or if you haven't read the books yet, then do "Mark as unread" on each book in reverse series order.
Edit: For example see
this screenshot which shows the 10-book "Martin Beck" series listed in reverse order.