Just on one audio book I downloaded, the chapters didnt not come in order and the book was broken into to 2 parts. On the computer it shows in order. Check with library manager and he sees no problem.
Your player does not see or read file names, only ID3 tags. If your books/chapters are not iin the correct order, you’ll have to edit the tags. Poke around here on the forum; there are many, many discussions on the subject along with detailed instructions/tips on how to correct it.