Also, the order in which the videos are loaded seems to depend on whether file explorer sorts in ascending or descending order.
Have you tested with above knowledge? Apparently how the file are ordered in the window you drag the files from affects the result of the drop.
I missed the something previously in your post. If you try to append videos from the same video source chronologically. Avidemux looks for the file names.
If avidemux recognises a sequential numbering, it should append them in that order.MyVideo
1st part of video filename must be identical + sequential number added before the .filenameextension
When you load MyVideo
001.mp4 avidemux should pop up a window asking you to load the remaining files.
see if that works/help