@Anonymous
Unfortunately, SORTBYCOLUMNS can only be used on simple data types: text, number, date, boolean, etc. It cannot be used in cases where the column holds a record: lookup, options set, etc. You will need to try a strategy like this instead.
Sort(Sort(Sort(your_datasource_name, Column1.Value, Ascending), Column2.Value, Ascending), Column3.Value, Ascending)
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