Thank you for the feedback! The shortcut (Shift + Enter) works as "Run the command and move to next cell". You can use "Ctrl + Enter" to run the cell without scrolling down.
That's a great point. I'll add that feature request to our plan, as well as a a feature making the sort order remember what you've previously requested.
While we're working on that, if your jobs are starting their own clusters - you will find a list of those clusters with links to the job runs (off to the right of the table) on the Clusters List page (in a second table below the interactive clusters).
You can click the following menu to export both notebooks and dashboards.
File -> Export -> DBC Archive / Source File / HTML