sorting by photo name no longer works, photo selections don't stick

It is one of the changes in Catalina. Photos can still sort photos by the title, but only if a photo has a title.

Photos 4.0 on Mojave treated the filenames like titles, if a photo had no title, but Photos 5.0 is back to the annoying behaviour, where "sort by Title" is ignoring the filenames and not using them as default titles, if a photo does not have a title.

You may want to have a look at this user tip: Changes to "Sort by Title" since Photos 5.0 - Apple Community

Where is your library located? If one an external HD how is that drive formatted and connected to your iMac Pro?

Have you tried repairing the library by launching it with the Option+Command keys held down?

As a test launch Photos with the Option key held down and create a new, test library.  Import some photos and test to see if the same problem persists. Does it? (This tells us if the problem is limited to your current library or is more wide spread)

Next log into another user account and see if the problem persists there in Photos. (This tells us if the problem is limited to your user account or is system wide).

Boot into Safe Mode (Use Safe Mode to isoloate issues with your Mac) and test the sorting there. Reboot normally and test again.

NOTE: Safe Mode boot can take up to 10 minutes as it's doing some system cache cleaning, volume verifying and directory repairing. 

Also in Mojave I could select photos in an album on those selections would stay highlighted if I switched to a 2nd album and some of those photos were also in the 2nd album. This was an easy way for me to determine which photos were duplicates across multiple albums. This no longer works in Catalina.

I see nothing in your original post about a new library, a second user account or booting into Safe Mode.

Unfortunately, today's update to macOS 10.25.3 does not seem to fix the problem.

"Sort by Title" is still sorting the photos without a title before the photos with a title.