Keep one Mac around with a copy of Snow Leopard. When you want to add mail folders, do it inside Mail 4.6. The folder will go into alphabetic order automatically. It will show up in the right place on all your other computers as well. I've just tested this on a large Apple Mail 4.6 archive. The 2005 Test folder is brand new and showed up in the right order.
I'll try and test this functionality in the powerful and utilitarian MailMate as you may be able to add your folders there (staying in Yosemite) but doing your actual writing and reading inside Apple Mail. MailMate looks and acts a lot like a cross between Apple Mail 4.6 and Eudora (my two favorite email programs) but is still a bit different in how it manages HTML emails and even reply quotes which keeps me away from using it voluntarily on a full time basis: we are creatures of habit. On the upside, MailMate does offer Markdown.
Frankly I'd be a lot keener to upgrade more of my five Macs past Snow Leopard if I could keep the amazing and robust Apple Mail (along with Letterbox for my very large monitors: the new two line viewing system is not nearly as good as clean columns).
There may be a hidden preference default write which would enable automated alphabetic sorting. I can't find one but perhaps an Apple engineer could leak one to us.
As examples here's some other useful default write commands for Apple Mail:
defaults write com.apple.mail DisableReplyAnimations -bool true
defaults write com.apple.mail DisableSendAnimations -bool true
Change default font size and/or reset it:
defaults write com.apple.mail MinimumHTMLFontSize 12
defaults read com.apple.mail MinimumHTMLFontSize
defaults delete com.apple.mail MinimumHTMLFontSize
Turn on and off inline image viewing:
defaults write com.apple.mail DisableInlineAttachmentViewing -bool true
defaults write com.apple.mail DisableInlineAttachmentViewing -bool false
Turn off Mail sent sound and turn it back on:
defaults write com.apple.mail MailSentSoundPath dummy
defaults delete com.apple.mail MailSentSoundPath
Copy and paste only the email address without name (this is a good one which I run by default on all my Macs:
defaults write com.apple.mail AddressesIncludeNameOnPasteboard -bool false
defaults write com.apple.mail AddressesIncludeNameOnPasteboard -bool true