If the values in this column are true Date and Time values, they should sort correctly no matter what format you have chosen to display them.
If they are text, then they will not be affected by any change in the Date and Time format set for the cells containing this date, and will sort as Text values.
To check the value in, say, cell B2, enter the formula below into any available cell on the table. The result will be the date one day later if there's a Date and Time value in B2, and an error message, "The operator "+" expects a number, date or duration, but cell B2 contains a string," if the data in B2 is being interpreted as a text string.
=B2+1
Regards,
Barry