Sort names containing non-English articles

Are the style guidelines for sorting absolute, or are exceptions allowable?

The artist sort name for the Welsh band “Los Campesinos!” is “Campesinos!, Los”. Although this follows the style guidelines, it contradicts usual English usage (such as with the US cities Des Moines and Los Angeles). Other sites (Wikipedia, record labels, other style guides) alphabetize using an initial “L” rather than “C”.

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