Hi,
It is not a good method, if we override the default state selection field, because its values are directly called in many functions in odoo. So a better approach would be you can define a new selection field similar to the 'state' just for the group by purpose. For this new field define the values alphabetically as per our need. Define a default and compute function for this field to map from the original 'state' field. Then group by the kanban view based upon the new field.

Sample code:

class PurchaseOrder(models.Model):
    _inherit = "purchase.order"

    def _default_new_state(self):
        for rec in self:
            if rec.state == 'draft':
                rec.new_state = 'a_draft'
            elif rec.state == 'sent':
                rec.new_state = 'b_sent'
            elif rec.state == 'to approve':
                rec.new_state = 'c_to approve'
            elif rec.state == 'purchase':
                rec.new_state = 'd_purchase'
            elif rec.state == 'done':
                rec.new_state = 'e_done'
            else:
                rec.new_state = 'f_cancel'

    new_state = fields.Selection([
        ('a_draft', 'RFQ'),
        ('b_sent', 'RFQ Sent'),
        ('c_to approve', 'To Approve'),
        ('d_purchase', 'Purchase Order'),
        ('e_done', 'Locked'),
        ('f_cancel', 'Cancelled')
    ], string='New Status', readonly=True, store=True, index=True, copy=False, compute='_compute_new_state',
    default=_default_new_state)

    @api.depends('state')
    def _compute_new_state(self):
        for rec in self:
            if rec.state == 'draft':
                rec.new_state = 'a_draft'
            elif rec.state == 'sent':
                rec.new_state = 'b_sent'
            elif rec.state == 'to approve':
                rec.new_state = 'c_to approve'
            elif rec.state == 'purchase':
                rec.new_state = 'd_purchase'
            elif rec.state == 'done':
                rec.new_state = 'e_done'
            else:
                rec.new_state = 'f_cancel'

Regards