It will be much easier to find the solution to your problem if you put here the API Request you are doing.
Remember to replace your Key with the expression [MY_KEY].

https://api.themoviedb.org/3/list/9402?api_key=[MY_KEY]&language=pt-BR  
https://api.themoviedb.org/4/list/9402?page=1&api_key=[MY_KEY]&language=pt-BR&sort_by=release_date.desc  

I was using following request:

https://api.themoviedb.org/3/list/95533?api_key=[MY_KEY]&sort_by=release-date.desc  

Even if you put the request in a webbrowser, you can see the values change if you refresh the page several times. (Edit: Removed my api key)

I made the conversation Private.
You forgot to replace your Key with the [MY_KEY] expression.
Your API Key should be kept secret. Only for you.

You are using v3 version.
Only v4 allows you to define sorting criteria.
Look here: https://developers.themoviedb.org/3/lists/v4-or-v3-lists

Thanks in advance. But in the V4 version, I still see the json data moving around when I refresh. (trying it just in browser) The json data changes almost every refresh, This is what I'm trying to solve. You can test it using my list (it's a short one, so you'll see.)

Not setting Sort Order the list will come in the order of creation, I think.
The possible parameters are:
release_date.asc
release_date.desc
title.asc (Original Title)
title.desc (Original Title)
vote_average.asc
vote_average.desc

Edit: Place your Request v4 here

I tested your list with a v4 Requisition without defining Sort Order.
The result is set to "sort_by": "original_order.desc"
What I received is exactly the same as your list on the TMDb Site.

  "iso_639_1": "nl",
  "id": 95533,
  "page": 1,
  "iso_3166_1": "NL",
  "total_results": 8,
  "object_ids": {
    "movie:9806": "4bc8aa37017a3c122d048fa3",
    "movie:613": "4bc89090017a3c122d00ab75",
    "movie:601": "4bc8905e017a3c122d00a740",
    "movie:12": "4bc88ace017a3c122d00047a",
    "movie:51248": "4d0368d25e73d621a3001a0a",
    "movie:49018": "4cd4af705e73d676d200008f",
    "movie:27965": "4bc8cac5017a3c122d093b8a",
    "movie:135397": "506898c2760ee3434e00042c"
  },
  "revenue": 4225646222,
  "total_pages": 1,
  "name": "Test",
  "public": true,
  "comments": {
    "movie:9806": null,

    "movie:135397": ""
  },
  "sort_by": "original_order.desc",
  "description": "Development test",
  "backdrop_path": null,
  "results": [
    {
      "vote_average": 5,
      "vote_count": 2,
      "id": 27965,
      "video": false,
      "media_type": "movie",
      "title": "Firmin",
      "popularity": 0.662,
      "poster_path": "/tQsIinY3gw5lsaxXaS6pDkRmRAK.jpg",
      "original_language": "en",
      "original_title": "Firmin",
      "genre_ids": [
        28,
        35,
        18
      ],
      "backdrop_path": "/xq9I3xi1IkJIYuA0ZIQiF3Fvf8i.jpg",
      "adult": false,
      "overview": "",
      "release_date": "2007-02-14"
    },
    {
      "vote_average": 7.8,
      "vote_count": 1533,
      "id": 613,
      "video": false,
      "media_type": "movie",
      "title": "A Queda! As Últimas Horas de Hitler",
      "popularity": 8.12,
      "poster_path": "/sTL7R2SbWqPivz8w19iCtY8vFOt.jpg",
      "original_language": "de",
      "original_title": "Der Untergang",
      "genre_ids": [

Nice! It seems like your solution also works in the V3 version! This sorting method is never mentioned in the possibilities, they should.

Thanks a lot, man!

Edit: Seems like my previous comment was not correct - The sorting is only consistent in v4 - Using v4 now so the problem is still solved, thanks!

Good catch @TorgasMick, I've updated the docs.