You can achieve this by combining the columns to be sorted.
Sort by this new column and map your sorted array back to the original structure.

CombinedData: Select action
"from": "@outputs('Data')",
"select": {
"sortCols": "@concat(item()['a'],' ', item()['b'])",
"obj": "@item()"
}
SortedCombinedData: Compose action
"inputs": "@sort(body('CombinedData'),'sortCols')"
SortedData: Select action
"from": "@outputs('SortedCombinedData')",
"select": "@item()['obj']"