Not only you can sort the Pivot Table in the alphabetical order, but also you can move around to have a mixed special order. For example, when sorting "Region" from A to Z, you get the alphabetical order: East, North, South, West.
If you want Pivot Table to show a different order such as North, East, South, West, please see below for details.
Step 1: Click the cell that you want to move;
Step 2: Right-click and select "Move" from the list;
Step 3: Click "Move "East" down" from the drop-down list.
Step 4: You get the new Pivot Table order.