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Hi @joelle
If you use the shortcode version then there is an option to sort all taxonomy in the post grid https://prnt.sc/9rXP5WYyvYcN (Please check the screenshot)
Otherwise, if you use the Gutenberg or Elementor version then you have to choose the taxonomy from the Advance Filter section (https://prnt.sc/w1jJA_Zn5U-f). These will appear in the order you select.
Thanks