LR's handling of video metadata (e.g. capture time) is incomplete and buggy. Please add your opinion and vote to these threads in the official Adobe feedback forum:
Does sort by file name work?
No, with sort by file name, the prefix "IMG..." photos then sort prior to the "MVI..." prefixed video clips.
Well that sucks! To make a slideshow video incorporating short video clips then becomes an absolute pain. Thanks for your reply though!
Thanks John, this post of yours iPhone Video Capture Time is Shifted Upon Import to Lightroom
explains the situation very well and applies in my case so the Canon MVI...mp4 video files must also be quicktime spec.
At least I now know what the problem is and can go:
"Metadata/Edit Capture Time/shift by set number of hours (time-zone adjust)" adding the difference between UTC and my timezone
to get my video clips embedded correctly in the library.