Within that I am using the option to "select multiple items" - which it allows me to do
Excel presents me my very long list of entries ( hundreds of entries in my case) in a totally random order. It seems to follow no pattern. Not A-Z , which is what I want. So it takes me 5 minutes plus to go through all the list and tick off what I need.
From a sort order point of view you could try pulling the filter into the row field, sorting it and then putting it back in the filter box
For large numbers of filters I'd go with a separate filter table that you then add a reference column to your source file that uses something like COUNTIF to identify whether that row is one of the items that is in the filter list.
That then gives a simple yes / no filter in the Pivot