Kremmen's FIFO suggestion seems to be the way to go.
My knowledge on the subject is almost nil but when I converted my CD's to digital on my desktop the files appear under 4 columns NAME TITLE ARTIST ALBUM. Tracks appear alphabetically under NAME. Name and title are normally the same. But I manually changed the NAME for some tracks to include things like artist first. When transferred to a memory stick for the car they presumably load in the same order because of FIFO rather than because its alphabetical.
It was too many years ago to remember exactly how, or why, I did it

. But its possible with a bit of ingenuity and creativity with naming you might be able to add some flexibility in play order or searching.
I dont know if this will work with all conversion software, FAT memory sticks or on the car. But you could perhaps experiment by making a short test album to see if it works and worth the effort.