If you are implementing it as "saving the last sort selection", its simply saving user choice for that folder. So should not be confusing?
If its the hand-coded config file method (like the app config), one will only be using that when he needs a folder to be sorted in a separate way. Since it is about creating a file manually for the purpose, that user already know what he is doing.
To have both, it there is a hand-coded config file present on that folder, app should use that value over the "last used sorting". And again as the user is hand-coding a file, he knows what he is doing.