What is the Last/First name sort order of your Duke Ellington & His Orchestra artist?
And what is the Roon version you are using?
I recently reported an issue in the earlyaccess version where some artists with a manual Last/First sort order (such as “Ellington, Duke and his Orchestra”) were correctly sorted in the artist browser (in E in this case like in your screenshot), but the sort order was ignored in the album browser and such an artist’s albums would be sorted under D. This looks very much like the problem you are seeing.
This was fixed in the lastest earlyaccess version, but maybe the issue was not limited to earlyaccess but also affected production releases - and the fixed version is not yet in production.
This was my report: