I have put together the following Test:
EntityCollection companys = new EntityCollection(new CompanyEntityFactory());
ISortExpression sorter = new SortExpression();
sorter.Add(SortClauseFactory.Create(EmployeeFieldIndex.HireDate, SortOperator.Ascending));
IRelationCollection relations = new RelationCollection();
relations.Add(CompanyEntity.Relations.EmployeeEntityUsingCompanyID, JoinHint.Inner);
IPrefetchPath2 prefetchPath = new PrefetchPath2((int)EntityType.CompanyEntity);
prefetchPath.Add(CompanyEntity.PrefetchPathEmployees, 0, null, relations, sorter);
adapter.FetchEntityCollection(companys, null, prefetchPath);
But it appears to ignore the sorting...