I know about SortedSet, but in my case I need something that implements List, and not Set. So is there an implementation out there, in the API or e
There's no Java collection in the standard library to do this. LinkedHashSetList, though, so if you wrap your set in a List when you want to use it as a List you'll get the semantics you want.
Alternatively, the Commons Collections (or commons-collections4, for the generic version) has a List which does what you want already: SetUniqueList / SetUniqueList