I'd just do something simple like this


Option Explicit


Sub Addsort()
    Dim rList1 As Range, rList2 As Range, r As Range, r1 As Range
    Dim ary1() As Variant, ary2() As Variant
    Dim i As Long, n As Long
    
    With Worksheets("Sheet 1")
        Set rList1 = Range(.Cells(1, 1), .Cells(1, 1).End(xlDown))
    End With
    ary1 = Application.WorksheetFunction.Transpose(rList1)
    
    With Worksheets("Sheet 2")
        Set rList2 = Range(.Cells(1, 1), .Cells(1, 1).End(xlDown))
    End With
    ary2 = Application.WorksheetFunction.Transpose(rList2)
    
    For i = LBound(ary1) + 1 To UBound(ary1)
        n = 0
        On Error Resume Next
        n = Application.WorksheetFunction.Match(ary1(i), ary2, 0)
        On Error GoTo 0
        
        If n = 0 Then
            ReDim Preserve ary2(LBound(ary2) To UBound(ary2) + 1)
            ary2(UBound(ary2)) = ary1(i)
        End If
    Next i


    With Worksheets("Sheet 2")
        .Cells(1, 1).Resize(UBound(ary2), 1).Value = Application.WorksheetFunction.Transpose(ary2)
    
        Set r = Range(.Cells(1, 1), .Cells(1, 1).End(xlDown))
        Set r1 = r.Cells(2, 1).Resize(r.Rows.Count - 1, r.Columns.Count)
        With .Sort
            .SortFields.Clear
            .SortFields.Add Key:=r1, SortOn:=xlSortOnValues, Order:=xlAscending, DataOption:=xlSortNormal
            .SetRange r
            .Header = xlYes
            .MatchCase = False
            .Orientation = xlTopToBottom
            .SortMethod = xlPinYin
            .Apply
        End With
    End With
    
End Sub