I've never tried creating a playlist directly on Rockbox, it seems to me that it would be cumbersome (but not having tried, I wouldn't really know, would I?)
I use a tool on Linux to create the playlists, and as long as the numeric portions of the filenames are all the same number of digits (leading zeroes, as you tried) they come out in the right order.
Or I can manually move lines around in the playlist in a Linux text editor if need be.
Having done that, the sorting (if any) Rockbox uses in the file order within the directory is moot.