Hi and welcome to the MrExcel Message Board.
The obvious answer is to not use a Custom List!
Instead, add another column to your data that has the sort key in it. SO, for instance, if you wanted to sort into the order Sun, Mon, Tue, Wed, Thu, Fri, Sat you would insert a 1, say, in your new column alongside all the "Sun" entries and 2 alongside the "Mon" entries etc.
If you have too many rows to do that manually then create your own custom list in another worksheet and use VLOOKUP to add the numbers in the new column by performing a lookup.
Then just sort the data on your new column.