I don't know if it will fix your problem but it fixed mine - this was to do with the tax rates not being added onto products_price_sorter.
I edited the function zen_update_products_price_sorter() in the file admin\includes\functions\general.php
The updated code is as follows (starts at roughly line 2510):
////
// set the products_price_sorter
function zen_update_products_price_sorter($product_id) {
global $db, $currencies;
$products_price_sorter = zen_get_products_actual_price($product_id);
# We now need to add tax onto this
$tax_class = $db->Execute('SELECT products_tax_class_id FROM ' . TABLE_PRODUCTS . ' WHERE products_id = ' . $product_id);
$tax_class_id = $tax_class->fields['products_tax_class_id'];
$tax_rate = zen_get_tax_rate_value($tax_class_id);
$products_price_sorter = zen_add_tax($products_price_sorter, $tax_rate);
$db->Execute("update " . TABLE_PRODUCTS . " set
products_price_sorter='" . zen_db_prepare_input($products_price_sorter) . "'
where products_id='" . $product_id . "'");
}
Please note I implemented this in version 1.3.7 and have not tested in any other.