Ah, I think I see. Let's say your dataset has category_col1 with {S, M, L, XL} values, then category_col2 with {XS, S M} and you want to sort the data by category_col1 and category_col2.
If you want to specify the order for the user, you can duplicate the create_map step with and make map_1 and map_2 and then order by two columns. You can do this as part of your pipeline and save the results to your table so it's not only available as part of the dataframe.
BUT
If you want the end user to be able to sort the end Databricks visualisation / table by clicking values that's something we don't have at the moment. I think it's a sensible ask so I'll raise this with our BI team.