You should keep the tones on your phone's memory, in designated folders (notifications, alarms, ringtones). As the device boot, it sets all your preferences and loads apps and radio services, etc.. Once the system is done and device good to go, only then it will proceed to mount external card. Given the SD card is not available upon boot when preferences are set, device can't find the tones and set them back to default.
As for the "numbers", I suspect it's a case of ID3 tags. For devices and software (like iTunes and the like), the physical file name doesn't really matter. The detail file information are withing the file's header, that's how your music player gets the artist, album, year, artist, cover art or genre.
Your id3 tag could be set to number, given to a tone your downloaded. Which shows in the sound list, disregarding your physical file name.
Keep in mind, that there are few versions of id3;
Id3v2.3
Id3v1
When saving these tags, you need to make sure you save all the version. It's common that users apply names and cover arts, and the phone refuse to show it correctly, replacing cover art with default music file icon, driving every one crazy... It's like multiple icon size generated within a file, for your system to display accordingly without scaling them.
I use software call
Mp3tag, which allow you to properly name the audio file, then automatically generates all the tag versions, multiple cover arts sizes, for cross os, device compatibility.
Once I started using this tool, (previously iTUnes), all my sound files and music is wonderfully organized.
*Personal recommendation
Use underscore in ID3 tags to name your custom sounds _rain/ _helloKity etc.. Files with underscore will make top of the list, and wont mix with the default sounds. Making it easy to find.
