Sort by numeric value will not work if your Day of Week field is imported as plain text from the source (instead of a numeric value with a text representation, a so called dual value).
But you can define a sort order in your script just like
LOAD * INLINE [
Take care that your day of week field name matches the one used in this INLINE load.
Then use DowSort as expression in sort by expression option in sort tab.
Hope this helps,