I agree there needs to be a simpler way.
Here is what I am doing
Assuming I am working on the listing and the photos are in the wrong order say D E F A B C
With photo D as #1 and C as #6
I go to the select image area. D has a #1 on it
I click it - now it shows no number, then click it again and it will be 6
Now E has a #1 on it
I click it - now it shows no number, then click it again and it will be 6 (D is now 5)
Now F has a #1 on it
I click it - now it shows no number, then click it again and it will be 6 (D is now 4, E is now 5)
Then I exit and all the photos are in the order I wanted A B C D E F
The photos selected for Header and gallery are still the correct photos