natsort

import re

# use instead this package
# https://pypi.org/project/natsort/

def natkey(text):
    result = []
    for element in re.split(r"(\d+)", text):
        if element.isdecimal():
            result.append(int(element))
        else:
            result.extend(map(ord, element))
    return tuple(result)


result = sorted(['CE3_1_page_29.pdf', 'CE3_1_page_41.pdf', 'CE3_1_page_28.pdf', 'CE3_11_page_14.pdf'], key=natkey)

print(result)