Inbox>Sort>Unread + Starred first>Save as default -- Unread + Starred is the only option, and I do not have any starred messages in this account.
Message list>Default sort order>Unread first
The order is respected in the app as expected.
I deleted all of the existing widgets, created new widgets, selected "Inbox", and it's still sorting by "Newest"
I attached some screenshots to hopefully help