Which sidebar? Do you mean the Notes pane on the right-hand side of the PDF reader? Those are sorted in reverse chronological order by default, but you can set the extensions.zotero.sortNotesChronologically.reader hidden pref to false to sort them alphabetically, the way notes are sorted by default in the items list. You can then use punctuation marks or numbers at the beginning of the note for arbitrary sorting.

It's not possible to drag notes to reorder them. You can easily drag paragraphs and annotations within notes, though, so you may want to consider using a single note as the containing element and simply sort the components within it.