I'm using WP 3.5 and latest version of Redirection.
Using the drag/drop reorder works for me for the built-in groups (IDs 1 & 2) but if I create a new group and make redirects, reordering doesn't stick.
I can use the interface to reorder, and hit save - ajax runs, and i can verify using phpmyadmin that it DOES correctly update the sortOrder field in the database BUT when you reload the page, the redirects are brought back in db-insert order, NOT by sortOrder. Sounds like maybe a quick update to the SQL SELECT statement for custom groups would do it?
Great plugin - keep up the good work!