SUN goes to the top of the list because Excel assumes it means Sunday,
and it appears in one of the built-in custom lists.
When you create a pivot table, and Excel detects an entry from a custom
list, it uses that list as the sort order. So, in your table, SUN sorts
to the top, and the other items appear below, because they're not in the
Weekdays custom list.
If you manually sort the list, SUN should move to the correct position
alphabetically. Or, perhaps you could add a space at the end of SUN in
the source table.
