REGR: concat not sorting columns for mixed column names
- [x] closes #47127 (Replace xxxx with the Github issue number)
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

The except clause can be removed in 1.5 through handling cases like [1, "a", None] in algorithms, but this would change the behavior a bit so would avoid backporting

very nice @phofl  @meeseeksdev backport 1.4.x Could not push to auto-backport-of-pr-47206-on-1.4.x due to error, aborting.