I have one folder with movies and series. It shows as a randomized mix, maybe it uses something like modification time by default? It's definitely not by name.
In my experience you have to sort shows into directories and sub-directories for a series.
My entire jellyfin library is just symlinks into where my crap has accumulated over the years.
I have the series in their own folders. I tried to do a more nested structure to no avail. After a day of attempts to fix it I switched to Plex and it despite having its own quirks just worked fine.