There is a very simple way to do this. I have tested it and it works without errors. Simply number your PNG files from 1 to the maximum number your have or from A to Z, or create a pattern like PNG001, PNG002, etc. . Once you have the desired files renamed, use your application and combine them to PDF and the order will be stored based on the filename. If you have Photoshop, it's even better. Open all the files, then go to File > Save as > PDF, select opened files and adjust order and Save.