So sort the panels, you click the header of the respective columns.
See https://winscp.net/eng/docs/ui_file_panel#sorting_files
Just like in any other application. What do you find non-intuitive about that?

Regarding saving your session settings, see:
https://winscp.net/eng/docs/ui_login#new_site

I installed a new WinSCP in another computer then I am used to.
First I find it anything but intuitive to seek and finally find out how to sort the files displayed – name, modification, ascending, descending etc. It took me a long time until I found out...
Then I am used to storing the password so that I only need to choose the session I want and then click login. Now I have to enter the password each time to make it start.
I am sure that I am missing something here, but what? Before WinSCP showed a start panel with the password already there as ******** and I only had to click "login". I want that back.