The only way to do this is to create a composite custom column (col built from other cols) and populate it with the first item in the series hierarchy. Something like the following template:
Code:
{series:subitems(0,1)||:}{series_index:>06.2f}
The template adds the series number with leading zeros so that it is sorted by series name then series number.
If you have a large library then the following template general program mode template will be faster because calibre will compile it into python
Code:
program: strcat(subitems(field('series'), 0,1), ':', format_number(field('series_index'), '{0:06.2f}'))