As DK mentioned above there are lots of ways to sort the collection and all work, depending on your interest, and the size of the collection.
My interest is the history behind the cartridges and only collect one caliber, I sort by country and then manufacturer and then headstamp, and below that the individual loads and the dates/lots of each load. The result is that tracer rounds for example are scattered throughout my collection.
Others who are more interested in the various types of loads will sort by caliber and then the types of loads within each caliber so all tracer rounds are together and all blanks are together and all dummy rounds are together, and then these may be sorted by country or by headstamp or however you choose.
The Woodin Laboratory sorts by caliber, then by country, then by type of load (for example German truncated bullet rounds and German round nose 9x19mm are in separate drawers) then by manufacturer then by highest and lowest date.
Others may sort by Military or Commercial at the top level, but this can be difficult in 9x19mm when the same headstamp and/or load are used for both.
I have seen a collection where they are sorted by appearance, where a red tip tracer and a red tip proof round are together, regardless of headstamp or anything else.
In 9x19, headstamp and country often do not go together. For example “W-W” is usually a Winchester made cartridge, but W-W cases have been used in various countries and factories (particularly small ones) to make exotic loads, and South Africa actually manufactured W-W headstamped cases for use by special forces operating in other countries. Geco, FN and SFM, had an agreement to make 9x19mm for each other when they received an order that it wasn’t convenient to fill. I have FN ammunition made by Geco and Geco cartridges made by SFM.
Beginning in about 1930, Geco and RWS reached an agreement where RWS would make all rifle ammunition for both and Geco would make all pistol ammunition for both. Both continued to sell both rifle and pistol ammunition and list both in their catalogs so RWS was a subcontractor to Geco for rifle ammunition and Geco was a subcontractor to RWS for pistol ammunition. Both had their own headstamp on the ammunation they sold, regardless who made it. I have my Geco made RWS headstamped ammunition in the RWS part of my collection.
Bottom line!!! Think about how you want to use your collection and your interests and organize your collection accordingly. No matter what scheme you choose, it will be difficult to find a place for some cartridges. For example Leader, a German who sells 9x19mm commercial ammo has bought it form manufacturers in a number of different countries, all with an “LE” headstamp. I now put them under the Leader company with a note on who actually produced them, but originally I listed them under the actual manufacturer like GFL!
Good luck and if you have any questions, drip me a PM.