The PS2 has always been a dog when it comes to Z-sorting alpha planes. I remember a coder explaining it to me one time. Basically it could be done, but required your engine to do some serious calculation, and that was a trade off - use the cycles to figure out the Z-depth of the alpha planes, or use it for something else…
There are IDEs like CodeWarrior that let you use OpenGL or DirectX calls on consoles without actually using OGL in the end. At least that's what their feature page promises. Alpha sorting fur is easy, always draw the shells from the inside out. If sorting takes so much processing power you'd think they wouldn't let their…