Sony: Sony a5X000 (SW driven) Sony Alpha (Advanced, a6X00 and up) Sony NEX (FOR NEX-5N; NOT CHECKED)

Switch the camera into a Manual mode (P/A/S/M; doesn't matter). You MUST be in a "manual" mode to use custom WB settings.

Open the menu and select the following: Camera settings>White Balance.

NOTE: The location of the white balance setting varies from camera to camera. Keep this in mind if you do not see the setting as shown in my demo a6000. (Ex: a6000 is Line 4, a6100 is under Line 9 and a6300 is under Line 5.

Select the White Balance option, and scroll down until you see Custom Setup. Take a picture of your lighting setup and press the Enter button to save it to the camera.