In some cases, the default sorting mechanism of jqGrid is not exactly what you need to achieve.

In this case, you can hook the server-side OnSorting event and write your custom sorting logic thhere. Just make sure you cancel the default sorting by setting eventArgs.NewSortExpression to the new sorting expression you need.

Please, refer to the C# code tabs for implementation details.
<%@ Page Language="C#" AutoEventWireup="true" CodeBehind="default.aspx.cs" Inherits="JQSuiteASPNETExample.examples.sorting.custom._default" %>
<%@ Register Assembly="Trirand.Web" TagPrefix="trirand" Namespace="Trirand.Web.UI.WebControls" %>

<!DOCTYPE html>
<html lang="en-us">
<head id="Head1" runat="server">
    <meta charset="utf-8">
    <title>jqGrid for ASP.NET WebForms - custom sorting</title>
    <!-- The jQuery UI theme that will be used by the grid -->
    <link rel="stylesheet" type="text/css" media="screen" href="" />
    <!-- The jQuery UI theme extension jqGrid needs -->
    <link rel="stylesheet" type="text/css" media="screen" href="/themes/ui.jqgrid.css" />
    <!-- jQuery runtime minified -->
    <script src="/js/jquery-3.2.1.min.js" type="text/javascript"></script>
    <!-- The localization file we need, English in this case -->
    <script src="/js/trirand/i18n/grid.locale-en.js" type="text/javascript"></script>
    <!-- The jqGrid client-side javascript -->
    <script src="/js/trirand/jquery.jqGrid.min.js" type="text/javascript"></script>    
    <style type="text/css">
        body, html { font-size: 80%; }    
    <form id="form1" runat="server">        
    <trirand:JQGrid runat="server" ID="JQGrid1" Width="600px" OnSorting="CustomSortingGrid_Sorting">
            <trirand:JQGridColumn DataField="CustomerID" />
            <trirand:JQGridColumn DataField="CompanyName" />
            <trirand:JQGridColumn DataField="Phone" />
            <trirand:JQGridColumn DataField="PostalCode" />
    <br /><br />    
    <trirand:codetabs runat="server" id="CustomSortingTabs"></trirand:codetabs>     

using System;
using System.Collections.Generic;
using System.Linq;
using System.Web;
using System.Web.UI;
using System.Web.UI.WebControls;
using System.Data;
using System.Data.SqlClient;
using System.Configuration;
using Trirand.Web.UI.WebControls;

namespace JQSuiteASPNETExample.examples.sorting.custom
    public partial class _default : System.Web.UI.Page
        protected void Page_Load(object sender, EventArgs e)
            if (JQGrid1.AjaxCallBackMode == AjaxCallBackMode.RequestData)
                JQGrid1.DataSource = GetData();

        protected void CustomSortingGrid_Sorting(object sender, Trirand.Web.UI.WebControls.JQGridSortEventArgs e)
            // setting eventArgs.NewSortExpression to a new sorting expression will override 
            // the default sorting. In this case, we are always sorting by CustomerID
            // regardless of the column header clicked. You can change that to match 
            // your own logic required for custom sorting
            e.NewSortExpression = "CustomerID " + e.SortDirection.ToString().ToUpper();

        protected DataTable GetData()
            // Create a new Sql Connection and set connection string accordingly
            SqlConnection sqlConnection = new SqlConnection();
            sqlConnection.ConnectionString = ConfigurationManager.ConnectionStrings["SQL2008_661086_trirandEntities"].ConnectionString;

            string sqlStatement = "SELECT CustomerID, CompanyName, Phone, PostalCode, City FROM Customers";

            // Create a SqlDataAdapter to get the results as DataTable
            SqlDataAdapter sqlDataAdapter = new SqlDataAdapter(sqlStatement, sqlConnection);

            // Create a new DataTable
            DataTable dtResult = new DataTable();

            // Fill the DataTable with the result of the SQL statement

            return dtResult;

Switch theme:

Theming is based on the very popular jQuery ThemeRoller standard. This is the same theming mechanism used by jQuery UI and is now a de-facto standard for jQuery based components. The benefits of using ThemeRoller are huge. We can offer a big set of ready to use themes created by professional designers, including Windows-like themes (Redmond), Apple-like theme (Cupertino), etc. In addition to that any jQuery UI controls on the same page will pick the same theme.

Last, but not least, you can always roll your own ThemeRoller theme, using the superb Theme Editor

To use a theme, simply reference 2 Css files in your Html <head> section - the ThemeRoller theme you wish to use, and the jqGrid own ThemeRoller Css file. For example (Redmond theme):

<link rel="stylesheet" type="text/css" media="screen" href="/themes/redmond/jquery-ui-1.8.2.custom.css" />
<link rel="stylesheet" type="text/css" media="screen" href="/themes/ui.jqgrid.css" />