Could you provided more detailed information about this issue?
All contacts are sorted "Last name, First name"
Outlook modifies my File As list to "First name last name"
How do you create this contact? Do you mean create contact in Outlook? Could you provide a screenshot about it? Outlook Contact will not show in Address book, it just a Outlook client function.
The name that show in Address book is controlled by server side(The value of Display Name):
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