The Danish letter å or Å can also be written as 'aa' or 'Aa'.
å or Å is the last letter in the Danish alphabet.

When a user with English language set in Personal settings (the organization has Danish base language) views sorted results in CRM, then aa is sorted after z. That would have been correct in Danish, but not with English language setting with which user is currently viewing CRM.

Regardless of the user's personal language selection, sorting order follows Danish order and this should not be the case.

The current design is that the sort order is determined by the organization database collation which in your case is set to Danish for a Danish base language Org.

This causes issues in Danish&English combination as mentioned above.