Can't open up pictures in order by filename. Is Bridge or Photoshop the problem?

Hello,

I'm not sure what I can change or what Adobe application I would need to deep dive in the settings for (Bridge or Photoshop), but I can't figure this out and I've been searching the forums for awhile. 

Once I select a group of pictures I need opened in Photoshop, there is no logic to how they are opened. (Video below) I've tried making sure Bridge is sorted by filename, I've checked that its opening up in Photoshop in Bridge preferences, I've even tried to have the settings in default mode on both Photoshop and Bridge to see if that would work. It didn't. All I need is the pictures opened in filename order (regardless if its a jpeg, psd, etc.) so I don't have to keep searching for where the greenscreen version (jpeg) is compared to the psd. 

I don't know how I keep doing this or how to fix it but I would love if someone could tell me so I could stop! Haha Thanks!