"You've just taken your first step into a larger Universe".
It's not all about Development and Developing (even if that is the "fun" part). Now you're starting to think about what comes next:
- Deployment - the [automated] [standardised] process[es] by which you move code from machine to machine.
- Testing - [Automated] testing (off of your own dev box) is your biggest "safety net" to catch many of these problems.
- Protecting the Production environment (from yourselves) - the applications that are running in Live are making you money. You changing them [repeatedly] is costing you money. Find the balance.
- Maintenance - sadly, a dirty word to too many Developers but a program only gets written once; it will be changed many times.
Multiple Config files ...
... this tool? And what version ...
Which Visual Studio version do you use?
Sure, it's limiting and, possibly, frustrating when you can't "just" download the latest and greatest widget to work with but it makes for a more cohesive working environment and greatly reduces the kind of "missing dependency" problem you describe.
On the flip side, though, beware being falling too far behind on the "Hamster Wheel of Upgrades". That way lies obsolete technologies that you're over-invested in and with no-one around to look after them.
"Why does this work on my local machine but not on the prod server?"
Because it wasn't deployed to and tested on a staging server that's set up the same as Production and that nobody's allowed to "fiddle" with.
"what Database sorting-order do you use? Maybe that's the reason."
Always request the data in the order that you want it with every query. Most RDBMSs these days do not guarantee row ordering any other way.
As your data requirements grow, you may need to train up / bring in somebody to take an "overview" of your data and how you manage it, agreeing and laying down some ground rules.