Seems you are still using Ant Movie Catalog Version 3.5.0 - as far as I know "advanced sort options" are not available for picture export, although they are visible.
You can only change the look of your movie list (Tools - Preferences - Title formatting) and then on picture export choose "Use title formatting (as defined in the options for the movie list)".
On new AMC version 3.5.1 export system has been changed and the "Advanced sort options" field for picture export is no longer available.
but when i export the pic haven't the correct name
As you said, it is a sort order, not something to define the name
A more advanced formatting system will be added for movie list and so maybe also for export in a future version. It would be quite easy since I already have the "engine" for that (used in Ant Renamer).