When SHIFT + Left Click on name column it sorts by name & extension, the sort arrow changes to this
How can I set this as default sort order in folder formats ?
That special mode isn't really intended to be saved or made the default, although it is possible in a roundabout way.
(You need to save the folder format from a lister which is already in that mode. You can them copy the format over others if desired. Saving it as a Favorite Format is probably the easiest way to then apply it to other folders/formats.)
An easier but slightly different way would be to add the Extension column and then make it the primary sort column, with the Name column as the secondary sort column. (You'd probably also want to turn on "hide file extension in filename column" within the folder format.)