I got the following information: The fields in the current selections object are sorted by the order they are loaded into the script (the same order as in Document Settings -> Tables -> Fields section). Hence there is no straightforward way to e.g. order alphabetically.
But it is possible to influence the load-order with a distinct and sorted pre-load from the field-values before you loaded your real tables. QlikView will keep this order as load-order if its loaded the other data and after that you droped this temp-table again. This won't be practically for all fields but for a few important fields its an alternatively.