Is there an option to bring my labels in a specific order? I can't find it.
That's unfortunately not possible, labels are always displayed sorted by usage in descending order (most used ones at the top). We will consider adding an option to change this in the future, though.
being able to sort labels (or drag to specific order) would be nice.
My vote for being able to drag/sort labels. Very difficult to utilize this feature without organization!
Coming from OmniFocus - It is really nice to be able to sort and group labels (used as contexts) when managing multiple companies with multiple projects. I hope you will consider that feature.