Hi @sarkanyjudo.
Thank you for reaching out.
I assume there is a third party plugin or your theme doing something with the sticky posts. Best way is to disable one by one of the plugins and check if the list shows the sticky posts at the top.
What I do for testing is, I created a post list and tick the option Show sticky posts on top of the list
.
Then I create a new page and add the shortcodes as well as I add the list in the footer with the Ultimate Post List widget.
After that I created some posts with different publishing dates. For two posts I tick the option Stick to the top of the blog
.
Then I use a private browser and open the website. The page as well as the widget in the footer show me the sticky posts at the top of each list. Independent of the sort order I use for the list.
Please do some tests on your site and let me know, if you could find the reason.