I'm afraid you can't achieve what you want. There is no default sorting order (other than issue key). Sorting is done or can be persisted with every filter you create and save via JQL (ORDER BY). In my opinion this makes sense because what you want to be the default order doesn't neccesarily have to be the opinion of other people using JIRA.
Its true, this is really annoying, I'm looking at a project and want to see all the issues in order to see the latest ones. But I can't.
The best option i found after typing A, then B, then C.......... was U for updated.
Sorting by updated at least shows the one most recently worked on or forgotten about - please do add search by Issue Number or Issue ID to the field definitions.
EDIT - actually after looking even closer at this is it not KEY to sort by this.
I too find this frustrating. When I just do a search for a string, and a whole bunch of stuff comes up, there seems to be no order. Even ordering by key would be helpful (since that at least also means sorting by created). I think a personalized sorting option would be nice.
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