Ok a couple of points - is this a standard report or did someone (eg a business partner) make it for you? If a business partner created it for you then speak to them and get them to fix it. Otherwise.....

Its odd that its sorting by DeliverToGroup because what that will do is if a Purchase Order has 3 lines, line 1 is going to Newcastle Warehouse, line 2 is going to Cardiff Warehouse and line 3 is going to Newcastle, it will group the 2 Newcastle together as it will have the same DeliverToGroup number (as its the same place.) This will mean the Print Sequence will either be 2,1,2 or 1,1,2.

The way it sorts depends on the order of the groups on the report, so you usually will have at least 1 report header and footer and page header and footer. These have no bearing on the sort, the 1st group directly after will do.

So within Report Designer, ensure it shows the Report Explorer, if it doesnt, its in View > Report Explorer. This will show a list of all the group headers and footers on the report. Why look in here when you can see them on the layout? Because groups can be suppressed from display on the report or layout so its good to look here to see the order.

So basically the first grouping after Report header or Page header will be how it sorts. So for example, i've opened a standard POP Purchase Order (Single).layout, on my report explorer it shows:
Page1
Page Header
Report Header
POPOrderReturnID Header
PrintSequenceNumber Header

now on the layout (if its the standard, unamended one) you can see the Page Header as 1 then 2 is POPOrderReturnID header by 3 isnt PrintSequenceNumber header, as this is suppressed.

So on your report, you can see this by doing the same. Now if the group you want to sort by isnt on the report, you can add it, make it the top group and suppress it, and it will sort first by the group you've added.

EDIT - and if you want to test it out, save a copy, dont overwrite the original.  If something goes wrong, its best to not lose the original.