I face the same issue. This isn't a solution, hopefully someone can help with an app. The photos app sorts by file date, not alphabetically. So, on a computer, if you sort those files by date and make a list, you could then use that list to have a better chance of importing the right movie when you want to watch it.
I have kind of the same situation as you. A couple of large SD cards with video files on them that I don't have room to keep on the iPad. What I ended up doing was I found a program that allowed me to edit the creation date and time for the file, and once all those were the same, the ipad then defaulted to alphabetical and I could then have a list and count down, find the 5th file, import it and have it be what I wanted.
So not the solution you're looking for, here's hoping someone has one for you, but a different work around if things don't pan out. I also be interested in an app that allowed me to see the file names.