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My table collations are set to utf8mb4_unicode_ci throughout, as I understood this to currently be the most universally compatible.
But for some languages this doesn't produce the correct data sorting.
I have read that for MySQL the collation can be set during database connection.
I expected to find a collation setting in the language file but I didn't see one.

Do I have to accept incorrect data sorting, or does PHPmaker have a way for me to define the collation for each language?

You can only set your collation in your database.

In that case, since php_intl extension is already required for PHPMaker, couldn't locale based collation be handled using php_intl collator class ?
https://www.php.net/manual/en/class.collator.php

Best would be to have "Preferred data collation" added to Locale settings

Record sorting in List pages is done by database, not by PHP.

Yes I know. but I'm suggesting that for multilanguage sites the sorting should be handled in PHP instead.
Otherwise the sorting is incorrect according to language standards