This is how Windows 10 command line sorts some unicode test saves I made...
This is how Factorio - Load game sorts them...a LATIN SMALL LETTER A 0x0061.zip
z LATIN SMALL LETTER Z 0x007A.zip
ͱ GREEK SMALL LETTER HETA 0x0371.zip
ϻ GREEK SMALL LETTER SAN 0x03FB.zip
ω GREEK SMALL LETTER OMEGA 0x03C9.zip
а CYRILLIC SMALL LETTER A 0x0430.zip
ҁ CYRILLIC SMALL LETTER KOPPA 0x0481.zip
ԟ CYRILLIC SMALL LETTER ALEUT KA 0x051F.zip
ԭ CYRILLIC SMALL LETTER DCHE 0x052D.zip
Side question for curiousity:ͱ GREEK SMALL LETTER HETA 0x0371
ϻ GREEK SMALL LETTER SAN 0x03FB
ω GREEK SMALL LETTER OMEGA 0x03C9
а CYRILLIC SMALL LETTER A 0x0430
ҁ CYRILLIC SMALL LETTER KOPPA 0x0481
ԟ CYRILLIC SMALL LETTER ALEUT KA 0x051F
ԭ CYRILLIC SMALL LETTER DCHE 0x052D
a LATIN SMALL LETTER A 0x0061
z LATIN SMALL LETTER Z 0x007A
Cyrillic ԭ behaves a little differently compared to the other "small" cyrillic letters ҁ, ԟ, etc.
Is it something like uppercase or punctuation?
In Windows 10 Explorer, it sorts to the top...
ԭ CYRILLIC SMALL LETTER DCHE 0x052D.zip
a LATIN SMALL LETTER A 0x0061.zip
z LATIN SMALL LETTER Z 0x007A.zip
ͱ GREEK SMALL LETTER HETA 0x0371.zip
ϻ GREEK SMALL LETTER SAN 0x03FB.zip
ω GREEK SMALL LETTER OMEGA 0x03C9.zip
а CYRILLIC SMALL LETTER A 0x0430.zip
ҁ CYRILLIC SMALL LETTER KOPPA 0x0481.zip
ԟ CYRILLIC SMALL LETTER ALEUT KA 0x051F.zip