The following code:
shotgun.find( "Version", order=[{"field_name": "playlists.PlaylistVersionConnection.sg_sort_order", "direction": "asc"}], )Results in the following error:
shotgun_api3.shotgun.Fault: API read() CRUD ERROR #10: Read failed for entity type [Version]
This is probably an issue on the server side rather than the python api client, but I would expect to be able to sort by the Playlists > Sort Order field though the API in the same way you can through the UI.