There are two aspects for IntelliSense to consider.
First, there is a tad bit of AI involved which comes from Assisted IntelliSense (IntelliCode) which scan GitHub repositories for commonly used method and properties so they will bubble up to the top and be shown in the order of how often a developer uses them so that would defeat sorting.
Next up, from what I've seen with IntelliSense (and it may not hold water fully as I use Resharper which sits on top of the IDE/IntelliSense) but if say you wanted a method for a string off a variable and typed .EL IntelliSense presents any method that has E and L as upper cased letters in the method (and property) names and will sort them A-Z.
I've never activated IntelliCode as per above so at least somethings are sorted.
Is there a setting to make IntelliSense sortable, nope so sorry to say you can't sort.