cfprocessingdirective changed nothing.
I made a minimal sample. The special characters were not broken in the dump. Sorted last, still.

I did some looking around, and I don't think this is a CF issue, it's an Oracle issue.
Multilingual Linguistic Sorts
Oracle provides multilingual linguistic sorts so that you can sort data in more than one language in one sort. This is useful for regions or languages that have complex sorting rules and for multilingual databases. Oracle Database 10g supports all of the sort orders defined by previous releases.
For Asian language data or multilingual data, Oracle provides a sorting mechanism based on the ISO 14651 standard and the Unicode 4.0 standard. Chinese characters are ordered by the number of strokes, PinYin, or radicals.
In addition, multilingual sorts can handle canonical equivalence and supplementary characters. Canonical equivalence is a basic equivalence between characters or sequences of characters. For example, ç is equivalent to the combination of c and ,. Supplementary characters are user-defined characters or predefined characters in Unicode 4.0 that require two code points within a specific code range. You can define up to 1.1 million code points in one multilingual sort.
For example, Oracle supports a monolingual French sort (FRENCH), but you can specify a multilingual French sort (FRENCH_M). _M represents the ISO 14651 standard for multilingual sorting. The sorting order is based on the GENERIC_M sorting order and can sort diacritical marks from right to left. Oracle Corporation recommends using a multilingual linguistic sort if the tables contain multilingual data. If the tables contain only French, then a monolingual French sort may have better performance because it uses less memory. It uses less memory because fewer characters are defined in a monolingual French sort than in a multilingual French sort. There is a tradeoff between the scope and the performance of a sort.
HTH,
^ _ ^
UPDATE: I guess it would have been nice if I had included the link to that.. smh..
https://docs.oracle.com/cd/B28359_01/server.111/b28298/ch5lingsort.htm#i1005958