The only ones I know of that currently support font size tags are Netscape and Explorer. Explorer is supposed to support this soon though, from what I hear. So to delete all your bookmarks, select the main folder in the folder menu, and choose the delete action. Click on Show Preferences, and then update. The default destination folder is always the main folder.
Most systems treat upper and lowercase letters as different letters when doing comparisons.
Lowercase letters typically have higher ascii values than uppercase, so that's why lowercase shows up last. If there's enough demand, I may implement a case-insensitive sort. One reason is that your browser simply may not support background and text colors. The other reason is that you may have your browser preference set so that the default colors are always used. If you're using Netscape, got to your General preferences and then into the Color section.