Just posting this in case it may help anyone else, please forgive any typos and poor format as I am at work and in a hurry to do this before I forget.
Had an issue that I thought was similar to https://forum.osticket.com/d/93899-sorting-option-in-queue-not-working
In my case when I try to create a custom sort it will not save. It does however stay as an option to manually select in agent view. After creating the sort I did not realize I had to further click add before saving changes.
After the step above you have to click add before clicking save changes. May just be me but I completely missed it. See below: