How to get a participant list of multiple events ordered by event name
Which report template are you using? 

I'm able to bring up a list like this using the Event Participant Report (list), just by sorting by Event and then name - by default it sorts by name first - and not using any grouping. 

It doesn't change the column layout - it still has the name first, but it is ordered by event first.

(I have noticed some old saved reports failing after upgrades, but haven't had problems recreating them)