It's good to see you in the Community! I'd love to help answer your question. You may need to check the individual contact entry for any spaces or other characters at the start of the first name or last name field. This will cause the sorting to be incorrect.
Hope this helps!
Check the individual contact record for the one that is not coinciding alphabetically. Ensure there is no space before the name was entered in the field, as well as ensuring there are no unnecessary spaces, or characters that should not be included. If this does not solve it, try deleting the contact and re entering them again. Should you require further assistance, you can reach out to me at firstname.lastname@example.org and I would be happy to take a look!