Hi,

Your question is unclear - at least to me.

Sorry if I'm teaching grandma to suck eggs but Filtering and Sorting are two quite different processes. A Filter doesn't sort anything.

Normally of course you'd want to include many columns in a sort since usually you want to maintain relationships across a particular row.
Can you clarify. Describe exactly what you have in terms of cells and ranges, the steps you are taking, what actually happens and what you expect to happen.