As you point out the graphs are sorted automatically in alphabetical order. Unfortunately there is no easy way to reorder them at present. As you suggest you could change the name of the state classes to give the order you would like (e.g. 1-Early, 2-Late, 3-Mid). Another option would be to create a State Attribute with the new names instead, and then graph the state attributes. Either way you would need to setup names that match the alphabetical order in which you would like the graphs to appear.
Adding new options to the graphing in Path is a priority area for us in upcoming releases, as we feel there is definitely room for improvement here. Providing users with control over the order of graphs would be one useful new feature. Thanks for the feedback – Colin.