Short answer is no, you cannot order the objecs in a packing slip alphabetically unless you write a new function to sort the products out.

The products are not stored in a SQL statement that can be ordered, they are stored in a fixed object array like below

Code:
Array
(
    [0] => Array
        (
            [qty] => 1
            [id] => 111
            [name] => TEST $120 Special $90.00 Sale -$5.00 Skip
            [model] => Test120-90-5SKIP
            [tax] => 0.0000
            [price] => 90.0000
            [onetime_charges] => 0.0000
            [final_price] => 120.0000
            [product_is_free] => 0
            [attributes] => Array
                (
                    [0] => Array
                        (
                            [option] => Size
                            [value] => X-Small
                            [prefix] => +
                            [price] => 40.0000
                            [product_attribute_is_free] => 0
                        )

                )

        )

    [1] => Array
        (
            [qty] => 1
            [id] => 1
            [name] => Matrox G200 MMS
            [model] => MG200MMS
            [tax] => 0.0000
            [price] => 299.9900
            [onetime_charges] => 0.0000
            [final_price] => 299.9900
            [product_is_free] => 0
            [attributes] => Array
                (
                    [0] => Array
                        (
                            [option] => Model
                            [value] => Value
                            [prefix] => +
                            [price] => 0.0000
                            [product_attribute_is_free] => 0
                        )

                    [1] => Array
                        (
                            [option] => Memory
                            [value] => 4 mb
                            [prefix] => 
                            [price] => 0.0000
                            [product_attribute_is_free] => 0
                        )

                )

        )

    [2] => Array
        (
            [qty] => 1
            [id] => 1
            [name] => Matrox G200 MMS
            [model] => MG200MMS
            [tax] => 0.0000
            [price] => 299.9900
            [onetime_charges] => 0.0000
            [final_price] => 469.9900
            [product_is_free] => 0
            [attributes] => Array
                (
                    [0] => Array
                        (
                            [option] => Model
                            [value] => Premium
                            [prefix] => +
                            [price] => 100.0000
                            [product_attribute_is_free] => 0
                        )

                    [1] => Array
                        (
                            [option] => Memory
                            [value] => 16 mb
                            [prefix] => +
                            [price] => 70.0000
                            [product_attribute_is_free] => 0
                        )

                )

        )

    [3] => Array
        (
            [qty] => 1
            [id] => 1
            [name] => Matrox G200 MMS
            [model] => MG200MMS
            [tax] => 0.0000
            [price] => 299.9900
            [onetime_charges] => 0.0000
            [final_price] => 299.9900
            [product_is_free] => 0
            [attributes] => Array
                (
                    [0] => Array
                        (
                            [option] => Model
                            [value] => Value
                            [prefix] => +
                            [price] => 0.0000
                            [product_attribute_is_free] => 0
                        )

                    [1] => Array
                        (
                            [option] => Memory
                            [value] => 4 mb
                            [prefix] => 
                            [price] => 0.0000
                            [product_attribute_is_free] => 0
                        )

                )

        )

)
which is from the examples shipped with zen-cart. One would need to write a new function to take the $order->products object, put in a temp object, resort it on the name attribute and then pop it back into the code.