MultiLevel Sort till end column

If you want the expect results, you would need to set all the fields at the same time.

Here is a sample using the macro recorder on your sample workbook.
Run the code on your sample.

    ActiveWorkbook.Worksheets("Sheet1").Sort.SortFields.Clear
    ActiveWorkbook.Worksheets("Sheet1").Sort.SortFields.Add(Range("a1:a46"), _
        xlSortOnCellColor, xlAscending, , xlSortNormal).SortOnValue.Color = RGB(0, 255 _
        , 0)
    ActiveWorkbook.Worksheets("Sheet1").Sort.SortFields.Add(Range("b1:b46"), _
        xlSortOnCellColor, xlAscending, , xlSortNormal).SortOnValue.Color = RGB(0, 255 _
        , 0)
    ActiveWorkbook.Worksheets("Sheet1").Sort.SortFields.Add(Range("c1:c46"), _
        xlSortOnCellColor, xlAscending, , xlSortNormal).SortOnValue.Color = RGB(0, 255 _
        , 0)
    ActiveWorkbook.Worksheets("Sheet1").Sort.SortFields.Add(Range("d1:d46"), _
        xlSortOnCellColor, xlAscending, , xlSortNormal).SortOnValue.Color = RGB(0, 255 _
        , 0)
    ActiveWorkbook.Worksheets("Sheet1").Sort.SortFields.Add(Range("g1:g46"), _
        xlSortOnCellColor, xlAscending, , xlSortNormal).SortOnValue.Color = RGB(0, 255 _
        , 0)
    ActiveWorkbook.Worksheets("Sheet1").Sort.SortFields.Add(Range("h1:h46"), _
        xlSortOnCellColor, xlAscending, , xlSortNormal).SortOnValue.Color = RGB(0, 255 _
        , 0)
    With ActiveWorkbook.Worksheets("Sheet1").Sort
        .SetRange Range("A1:H46")
        .Header = xlYes
        .MatchCase = False
        .Orientation = xlTopToBottom
        .SortMethod = xlPinYin
        .Apply
    End With