You can select Sort Bookmarks form the panel menu: this command sorts the list chronologically by page and aplhabetically for multiple bookmarks within each page.
I hope this help
Another option, probably not useful in your context, is to create the bookmarks from a TOC that you sort alphabetically. They should be listed in the PDF, but you won't find them, except in the TOC, in ID and they will not be active. The TOC can be anywhere, including on the pasteboard, if you don't want to include it in your PDF.
Thanks for your replies