You can order your query/table with the property IndexFieldNames. But if you have an varchar field that contains numbers, the order is wrong. You get:

1
11
2

But better would be:
1
2
11

This can be done with the "natural sort" algorithm. Please implement it for the use with IndexFieldNames like:

ATable.IndexFieldNames := 'MyField natural';

I know I could sort it with SQL, but I need client side sorting with the property IndexFieldNames.

For natural sort see:
https://en.wikipedia.org/wiki/Natural_sort_order

(As far I know Windows uses StrCmpLogicalW to sort file names in that way)