sort nlu/story files before training

[akelad]

Proposed changes:

• model would always retrain if there's e.g. multiple files in a data/nlu directory - now that should be fixed.
• fixes Model hashes are not equal when training from multiple nlu.md files  #5405

Status (please check what you already did):

• added some tests for the functionality
• updated the documentation
• updated the changelog (please check changelog for instructions)
• reformat files using black (please check Readme for instructions)

[akelad]

hm ok tests are failing bc of types - is it fine that it's a list now or should i turn it into a set again?

[wochinge]

Yes, we have to fix the types.
I'd change to list and _copy_files_to_new_dir to Iterable (then you can also remove the list in multi_project

I quickly checked rasa x and we have to change some types there, too, but nothing breaking 👍