Решение нашел, может кому пригодится. Чуть ниже "принятого решения этого топика"
stackoverflow, код:
# python2.5 code below
# corpus is our unicode() strings collection as a list
corpus = [u"Art", u"Älg", u"Ved", u"Wasa"]
import locale
# this reads the environment and inits the right locale
locale.setlocale(locale.LC_ALL, "")
# alternatively, (but it's bad to hardcode)
# locale.setlocale(locale.LC_ALL, "sv_SE.UTF-8")
corpus.sort(cmp=locale.strcoll)
# in python2.x, locale.strxfrm is broken and does not work for unicode strings
# in python3.x however:
# corpus.sort(key=locale.strxfrm)
Для Django соответсвенно:
emps = list(Employee.objects.all())
emps.sort(key=lambda x: locale.strxfrm(x.name))