I guess Excel just sees the Anglo-Saxon letters simply as characters, it doesn’t know the order unlike Greek or Cyrillic script.
One idea would be to use the CODE() function to give you the numeric (ALT+####) value of the character and then apply a custom sort order to that number. You can always hide the column with the numeric value.
If that doesn’t work and you have to make manual amendments, learning how to write a macro might come in useful. If the data will always be of the same format, you can record a macro from the Developer ribbon tab, and then just re-run that macro. Might be a bit much for what you are trying to achieve!