Is there a way to get all my unopened messages on top of the merged Inbox list? I can’t seem to find it in the settings menu. Asking for the Ubuntu version, in case it matters 
There isn’t a “unread first” sort — the inbox is always newest-activity-first and that’s the only order available (Changing the layout, message order, and text size — Mailspring Documentation). The nearest thing, and what I’d suggest, is the Unread view directly beneath Inbox in the left sidebar. With “All Accounts” selected it shows only the unread conversations from every account merged together, sorted newest first, and it also expands to give you a per-account breakdown. Mailspring remembers the last view you had open, so if you quit while looking at Unread it’ll be selected next time you launch.