Custom sort order

If you are in a standard folder view or else in a Collection, however sorted, you can simply drag the images around in Grid view.

This tells LR to begin remembering a Custom sort order, against that folder / that Collection.

You can now switch your view temporarily to some other sort option, say by Capture sequence. But because there is (now) a Custom order remembered too, you will see that option presented - so you can return to it.

note: a Smart Collection does not permit dragging images around into a Custom sort order.

(A persisting Custom sort order wouldn't really make practical sense, in such a fluid context)

I believe it only works in folders or collections (and not in smart collections).