How can I order the slider names in the list?

The sliders doesn’t really have an ordering, they are just coming out from the database row by row. You could change this to alphabetic order, if you open this file:

on Joomla

libraries\nextend\smartslider\admin\models\sliders.php

on WordPress

wp-content\plugins\nextend-smart-slider2-full\library\smartslider\admin\models\sliders.php

Look for this function around line 32.:

function getSliders() {
    $db = NextendDatabase::getInstance();
    $db->setQuery('SELECT * FROM #__nextend_smartslider_sliders');
    return $db->loadAssocList();
}

And add ORDER BY title ASC to the query:

function getSliders() {
    $db = NextendDatabase::getInstance();
    $db->setQuery('SELECT * FROM #__nextend_smartslider_sliders ORDER BY title ASC');
    return $db->loadAssocList();
}