Another way to load and sort a lot of layers into QGIS 3 is using the "Load Them All" plugin: "recursively loads vector and raster layers stored in a directory structure, based on several filters". One of the options is to sort the loaded layers by name! Perfect!
The only thing I still miss is the option to load the raster layers as singleband pseudocolor with different color maps and min/max values set to actual min/max of the raster. see: Load ASCII rasters in QGIS as singleband pseudocolor by default