Using JabRef 4.3 on Ubuntu 18.04 LTS, I managed to have custom sorting (Options → Preferences → File → Export sort order → Keep original order).
In JabRef 5.3, it seems that this option does not overwrite the default sort criterion which sort the keywords (tag) in alphabetical order.
I looked at the Issue#7517. The issue has been closed but it seems that it has not been resolved yet. Any update/advice is very much obliged.