I am curious whether there is some research available on the topic of how people deal with a long list of items. Do they sort first or filter first or it depends a lot on the context of the task and it can't be generalized at all?
I don't think you'll find something about this because the premise seems to be incorrect, since sorting is a way of filtering, thus the answer is already included in the question.
However, if you consider filtering as an action with sorting and filtering(n) as sub-actions then you could recognize some patterns, which will vary with amount of data, granularity, hierarchization, proper ordering (data is not always ordered in a proper way), user's knowledge and so on. Each of these aspects will affect the user's behaviors.
For example, let's say you have 2000 results in 40 pages and your user KNOWS he's looking for "Zelda". He'll probably sort by name because he already knows he'll find results faster by sorting.
Now, another user doesn't know Zelda so he looks for "Nerdy games from the 80s". He'll probably use the search function - if available, which is YET ANOTHER FILTERING OPTION! - and if needed, sort filtered results.
Now, let's say our site is badly organized and we didn't think of tagging "Zelda" with the keywords 80s or nerdy. So our user will try to use the available filters to find what he's looking for.
Nice, huh? The answer is really easy: sort, search, filter
Well.... it's not
See how I mentioned the amount of pages, how the title of the game was with Z, how the keywords were very specific for a search? Change only 1 variable, and everything may change (or not).
What if we have the same amount of results but we look for "Legend of Zelda"? I know for a fact that I'll use search first!
What if I have only 35 results and I know each page has 20 results? Navigate to next page represents the same or less effort than performing a filtering action!
What if I have no idea what I'm looking for, just know that I want to buy a game? Then I'll filter using the games taxonomy!
And so on, and so on, and so on
In short: I have no idea if your question is related to an specific use since yo don't mention it, but hope this answer helps you understand how to use filters depending on the case