Thanks - I've done this already, but it's not explaining the supposed non-sensical ordering I see.

I've made some progress in the meantime however - it seems a problem with how exactly collate is done when LC_COLLATE = en_US.UTF-8 and not a Perl problem. But I'm still have to understand how it comes that a sort with this collation gives
_
2
a
a2
a_2
a_2.
a2.

instead of what I would feel as 'logical' to be
_
2
a
a_2
a_2.
a2
a2.
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(Update): sorry, misplaced this answer, it should have been a reply to thundergnat's note.