SQL Server doesn't order based on unicode values. The collation defines order to a certain point. Why do you need to understand the order of non-alphanumeric characters?
Maybe you could use this as a test:
WITH E1(N) AS (
SELECT 1 UNION ALL SELECT 1 UNION ALL SELECT 1 UNION ALL
SELECT 1 UNION ALL SELECT 1 UNION ALL SELECT 1 UNION ALL
SELECT 1 UNION ALL SELECT 1 UNION ALL SELECT 1 UNION ALL SELECT 1
), --10E+1 or 10 rows
E2(N) AS (SELECT 1 FROM E1 a, E1 b), --10E+2 or 100 rows
E4(N) AS (SELECT 1 FROM E2 a, E2 b), --10E+4 or 10,000 rows max
cteTally(N) AS (SELECT ROW_NUMBER() OVER (ORDER BY (SELECT NULL)) FROM E4
)
SELECT N, NCHAR(N) ch
FROM cteTally
ORDER BY ch