Rat and I have the same issue. OK, at least it's not just me.
The manual says that putting them on USB in order should do it and for me, it doesn't. I have a call into Nissan and they have opened a case, but I'm not holding my breath that they will be able to help.
I tried completely formatting the USB before coping files to it, so that should prevent any random writing issues.
One thing unique about us is that we are both dealing with books on tape, which consist of large numbers of "chapters". Could it be related to having too many files? I tried separating the files into subdirectories and that still didn't work.
Then I did exactly what Nubo suggested, and concatenated each group of 10 "chapters" into one larger file, and wrote those 8 large files to USB. This time, they play in sequence! That has to be a clue. Or perhaps it is random luck.
I wonder if the Clarion heads have different versions of firmware and this is a bug in certain models, but not others. (I have a 2013 Leaf SV)
Thanks to everyone for their comments. Please continue sharing ideas.