You can quickly sort any one-level list (bullets or numbers) and sequence of paragraphs alphabetically in Word:
1. Highlight the list
3. In the opening sort text window select paragraphs and under type select text and press ok
BTW, a paragraph ends with the ¶ -character (end of paragraph sign or pilcrow). If you cannot see formatting signs like this one you can toggle them with the ¶ button next to the sort button.