Which system version do you have installed on your Mac?
With macOS 11.1 later installed, you can sort a shared album.
- Select the shared album in the sidebar and go to the menu "View > Sort".There you can sort the photos by the capture date.
You can also sort shared albums on an iPhone with iOS 14 or an iPad with iPadOS 14. But the sorting will only be for your own, local view. It does not sync with iCloud. The subscribers can use the same sort command on their devices. Sorting photos, that are part of a discussion would make no sense, as it would change the context of our comments.
On older systems the shared albums are streams, that will always be sorted by the date you add the photo to the stream of photos. The newest photos will always appear at the end of the stream where we can easily find them.
The name "Album" is a bit misleading for shared albums, as we expect them to behave like albums. When shared albums came out they used to be called "Shared Photo Streams" and have been intended to be used as a chat channel to exchange photos and to discuss them. We drop a photo into the shared album, the subscribers are alerted about the new photo, find it at the end of the stream, like it, add a comment, respond by adding a photo of their own. We get alerted about the new photo, comment on it, add another photos. This can be fun and is the originally intended way to use shared albums, not as a web gallery of photos.
if you want to present a complete album to tell a story, add each photo individually, in exactly the order you want them to appear. And add any comment as a caption to the photo directly when you share the photo. If you add several photos at once, you will not have any control over the order they will be added. Adding comments later may also change the order of the photos on the published web page.