Creating ‘N’ threads and adding them all to a sorted wake list will be between O(N log N) and O(N^2), depending on the OS and/or language runtime.
There is either a sorted list, a heap, or an N^2 algorithm somewhere behind the scenes.
Similarly, the sleep sort itself is at least linear time. You have to wake N threads to output N sorted items.
Worse, in wall clock time it also scales with the values. You could compress the range by first finding the minimum and maximum values, but that’s also … linear time.