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Special Thanks to Freddy Rosberg for this question!
Is there any way I can sort my collections alphabetically?
There is an option at the top of your Home screen that allows you to choose to sort your books by Most Recent First, Title, Author, and Collections.
Most Recent titles is usually the default listing and helps you find what you were reading last without really having to remember. Title, and Author are sorted alphabetically and you can press the first letter of a book and quickly get to that part of the alphabet on your Home pages.
When you choose to sort by Collections, they are not in alphabetical order, but in Most Recent Order. And that's good, unless you want to see them sorted alphabetically.
You can "trick" your Kindle into sorting your Collections alphabetically by putting a symbol in front of each collection name (pick one and keep it for all collection titles). I like to use the underscore symbol ... _
Then sort by Title and all your collections will come first, with the letter after the underscore deciding the sorting alphabetically. The individual books will also be there, but at least your collections will come first. Only when you sort by Collections are individual books hidden from view.