For sorting by file name - use "intelligent" file numbering
When sorting by file name, use intelligent file numbering so that "file 2" will come before "file 10". That is the way most file managers are able to recognize the numeric portion of the file name. Currently it sorts the other way around ("file 10" will sort before "file 2")

Please enable Settings/Playlist/Natural sort order and the app will automatically sort these episodes correctly
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Evan W commented
I already have that setting enabled and it is not sorting correctly. Could it be that the setting is not being applied to a virtual folder? My use case is a virtual folder. I also noticed that the setting is described with an underline "_" and my files have spaces - though I did a quick test and that does not seem to matter.