The only way to do this right now is to use a script, either with the Scripting app or with an automation. One of my bases uses a script that sorts linked records by a numerical value first, and then by title, but the same script can also be modified to sort by any number of other fields. The script is derived from the ones in this thread.
The ordering of data in lookup fields, rollup fields, etc. is based on the ordering in the linked record fields.