The only sorting that the Explorer window will remember is: by Name. Any other sorting (Type, Size, Last Modified) is immediately forgotten when you: Refresh, switch to another folder or stop/start Vegas. (This is broken after Vegas 18.)

Apart from this: why can't the Explorer window refresh itself when there are changes in it's folder? (E.g. when a new file is added by another application.)
And: why is the date/time format not following the Windows setup rules for date/time?