Affinity Publisher 1.7.0.139 on Windows 7 (64bit, German) behaves as follows:
The Text Styles panel shows a list that is alphabetically sorted (first [No Style], then sorted paragraph styles, then sorted character styles), which is nice.
Unfortunately, styles with names beginning with non-English characters (like 'Überschrift' with a notorious German umlaut) seem not to be sorted correctly. This style should be sorted in the vicinity of 'U', and not before the 'A'.
This might be because there's no German locale of Affinity Publisher available yet, but in any case, I would suggest that the sorting algorithm is taken from the operating system's locale...
Andreas Weidner