I wouldn’t change collation just to modify the NULL location in a recordset. Instead I would use a case statement or isnull function. Bellow are 2 examples:

SELECT WhatEver

FROM MyTable

Where Something = X

ORDER BY ISNULL(StringColmn,'zzzzz')

SELECT WhatEver

FROM MyTable

WHERE Something = X

ORDER BY CASE WHEN StringColumn IS NULL THEN 1 ELSE 0 END, StringColumn

Notice that such select statement won’t be able to use the index, so if you your query is not selective (or if you use select top), you’ll might have performance problems.

Adi