The arrangement I created, detailed in this thread about Font Family Naming in FontLab is organised according to the number field in FontLab, so that the weights/styles appear in the font menu with the lightest (Hairline) at the top and the heaviest (Black) at the bottom. The weights were given the following numbers in FontLab:

Hairline (& Oblique variant): 150
Thin (& Oblique variant): 250
Light (& Oblique variant): 350
Regular (& Oblique variant): 400
Semibold (& Oblique variant): 500
Bold (& Oblique variant): 600
Black (& Oblique variant): 700

Whereas the others flow down the list with the normal version followed by the oblique variant, the Regular and Oblique combination are reversed as I did not name it "RegularOblique" but just "Oblique", which makes me think that this part of the naming conventions would be the second level of hierarchy for CS.

The HelveticaNeue OT Style names are prefixed with number. Is this what it takes for a 36 member family?

It is possible that this factors into it but I have not experimented with this field in isolation.