Add an integer id column to your value set and arrange it after ordering with C.
SELECT *
FROM (VALUES (1,'a'),(2,'b'),(3,'y'),(4,'z'),(5,'A'),(6,'B'),(7,'Y'),(8,'Z'),(9,'a'),(10,'b'),(11,'y'),(12,'z')) V(ID,C)
ORDER BY C COLLATE Latin1_General_CS_AS,ID
SELECT *
FROM (VALUES (1,'a'),(2,'b'),(3,'y'),(4,'z'),(5,'A'),(6,'B'),(7,'Y'),(8,'Z'),(9,'a'),(10,'b'),(11,'y'),(12,'z')) V(ID,C)
ORDER BY C COLLATE Latin1_General_CI_AS,ID
For the first table, which is random, 'a' <> 'A', so they are processed separately. Our order first places a lower case, and then orders them by identifier (1, 9), and then follows upper case A.
ID C
1 a
9 a
5 A
"a" = "A", , 3 a ( A)
ID C
1 a
5 A
9 a
b, y z.