Excel 365 Mac - Create Custom Sort List

Hi there ,

How do I create a custom sort list in Excel 365 for Mac?

I have googled it and cant find any help for this. All I can see are the standard custom sort options.

There is no option to create my own list, as per the following screenshot:

If I click on Options... all I get is this:

This is rather frustrating as the list I want to sort cannot be done in Ascending or Descending order.

Any help on how to create a Custom Sort List in Excel for Mac would be greatly appreciated, or even to know that Microsoft have not included this function in the Mac version.