Which version of ServiceDesk are you running?
In 7.3 this is possible there is also a feature to group the results.
We are on version 7.2.6
Does that mean we will be unable to do this until we take version 7.3
I have just tested sorting two values on a copy of 7.26 and the sort works ok in 7.26.
On the first attribute (for example creation date) in Query Designer set the sort order in the attribute properties.
Then on the second value do the same, the order is taken from the order the attributes are displayed on the query.
The grouping is a new feature.