It brings up a box and I choose expand the selection then sort.
There is nothing wrong with your database, it's simply the way you try to sort.
Within "unstructured" data, the Sort dialog guesses where the data is and if you have have headers or not.
Select only one cell anywhere inside your data, then try to sort. I guess all your issues are gone.
Consider also to format the data as Table, a Table preserves the last sort and you can reapply the sort next time. And it makes also clear where your data is (size, number of rows/columns) and you have headers and can easily load the data into Power Query / Pivot tables, and... many benefits.
Andreas.