The old control chart platforms do no sorting whatsoever on the x variable. Since no sorting is done, the Value Ordering property does not make any sense in this context. Control charts are essentially time series data. JMP assumes that your data has been entered according to this so-called time variable. For the old control chart platforms, you will need to sort your data the way you want it to appear prior to creating the chart.
With the addition of the Control Chart Builder, platform, JMP will now sort the x-axis for you. Value Ordering will now apply in the Control Chart Builder platform. The issue that you mention about the capability analysis disappearing when the Moving Range chart is removed has been fixed for Version 13 of JMP. In the meantime, you can use the preference, Show Two Shewhart Charts (make sure this is not checked) and when you create your IR chart, the capability analysis will remain.