Code an Excel VBA sort with a custom order and a value containing commas

It seems to be missing the Apply. Can you Add

MyWorksheet.Sort.Apply

The custom order you have is working as is in my sample.

EDIT Updated based on OP updated question

Edit the macro to the following - using an array for the OrderCustom parameter.

Dim oWorksheet As Worksheet
Set oWorksheet = ActiveWorkbook.Worksheets("Sheet1")
Dim oRangeSort As Range
Dim oRangeKey As Range

' one range that includes all colums do sort
Set oRangeSort = oWorksheet.Range("A1:B9")
' start of column with keys to sort
Set oRangeKey = oWorksheet.Range("B1")

' custom sort order
Dim sCustomList(1 To 3) As String
sCustomList(1) = "Cyberspace"
sCustomList(2) = "Aerospace"
sCustomList(3) = "Air, Land, or Sea"

Application.AddCustomList ListArray:=sCustomList
' use this if you want a list on the spreadsheet to sort by
' Application.AddCustomList ListArray:=Range("D1:D3")

oWorksheet.Sort.SortFields.Clear
oRangeSort.Sort Key1:=oRangeKey, Order1:=xlAscending, Header:=xlGuess, _
    OrderCustom:=Application.CustomListCount + 1, MatchCase:=False, _
    Orientation:=xlTopToBottom, DataOption1:=xlSortNormal

' clean up
Application.DeleteCustomList Application.CustomListCount
Set oWorksheet = Nothing