https://marketplace.visualstudio.com/items?itemName=CanklotSoftware.SortMyFiles
After having the same problem and reading this page I decided to make my own extension. Because the other recommended extensions don't use the default VS Code file explorer. Instead they create another section.
VS Code API normally doesn't support re-ordering files. But I found a work around. My extension changes the default sort type to modified. And changes last modified date of the files listed in its config file. After installing the extension (SortMyFiles from canklotsoftware) you need to create a file named .order. Then write the name of the files in the order you want to display them.