I do a lot of series and yes, they need to be in order. I use Calibre's Plugboard for that. There is probably a link here somewhere that says the same thing, but this is how I figured out how to do it in the first place. I put the series first and then the title of the book. It's awesome!
https://www.howtogeek.com/114063/how...-ebook-series/
Collections doesn't work for me because it goes across ereaders and I have several family member ereaders attached to my account. Supposedly there is a fix for that, but I can't figure it out, so I just use list and I'm happy.