Hey @TroyH! The settings should remain sorted as A-Z once chosen in the menu. When you choose the A-Z sorting, are you making sure that you are hitting the OK button, before hitting the EXIT button to return to regular programming? Just as a refresher, here is a guide on how to alter those settings: Sort Recording Settings.
If that feature continues to pose issues, I would recommend reaching out to our Support Specialists. They'll be able to dig further into it and possibly suggest a workaround for you. The team can be reached at https://www.shaw.ca/contact-us