I would like to have all unread messages first

1. Drop-down menu at top right of table view (see attached image) > Select "read status" if the "read status" column is not showing.
2. Click on the heading of the "read status" column to toggle the sort order to be either ascending or descending.
3. Optional: repeat step 1 to remove the read status column if you don't want to see it all the time. Or click and drag the column heading to where you want it in the sequence of columns.
4. Drop-down menu at top right of table view (see attached image) > Apply current view to [apply at the account level to affect all folders in an account]

This change is easier if you use the "View" menu sort options instead of the drop-down menu above the table.

View > Sort by > Read, then View > Sort by > Ascending. Then "apply current view to".

I overlooked the "read" option ealier because I was looking for "read status", which is how it appears in the drop-down menu above the table.