Trying to sort out a couple of .docx received from colleagues … when I open the "Apply styles" panel, I find a group of their styles, then a couple of MS styles, then more of theirs, then another couple of MS styles. Any chance of sorting the list in alphabetical order? my colleagues have been quite tidy with their style-names.

Yes. Use Manage Styles.

Managing Word Styles by Suzanne Barnhill, MVP

The Styles Pane by Suzanne Barnhill, MVP (part of same page)
Comparison of ways to view styles by Suzanne Barnhill, MVP (part of same page)

I do not know whether you are talking about the Apply Styles pop up or the Styles Pane. I suspect the Styles Pane. You use the Options button in the bottom right corner to choose the order in which styles are displayed and which styles are displayed.

Thanks, Charles – don't know why I'd not explored 'Options' before, except perhaps for thinking that Options in a panel called Styles would be more about the styles themselves. So now I've discovered Alt+Ctrl+Shift+S :-}