Back Up Photos to USB in Chronological Order?

I'm trying to download all of my photos from Google Photos to a USB stick. I went through and selected 500 at a time (because that's how many are allowed), downloaded them, and now have them in zip folders on my laptop. I tried to export them to the USB stick, but when I did, I realized they weren't sorted by date anymore. They're in alphabetical order. Clicking 'sort by date modified/created' doesn't work either because (and I'm assuming) according to the computer, they were just 'created' when I downloaded them a few minutes prior. Even when sorted by date, they're still in alphabetical order.

Does anyone know how I can transfer all of my photos on Google Photos to my USB and still have them in chronological order just like they were? I'm not about to go through thousands of photos redoing the dates. I also really don't want photos from the last 7 years all scrambled together... how will I ever find anything?