Sorting by column heading in a grouped DVWP

I have created a data view in SharePoint Designer and applied 3 sorts, with the first one being a group function. Additionally, I have turned on the ability to sort by column heading.

When the page loads, everything is great. However, if you wish to re-sort by the column heading, it places that as the first sort, not second after the first sort/grouping.

Initial page load:

  |   Title   |   Column 1   |   Column 2   |    Date    |
+ Date 2/11/2015
  |  item66   |     BBB      |     42       |  2/11/2015 |
  |  item42   |     JJJ      |     74       |  2/11/2015 |
+ Date 2/10/2015
  |  item34   |     AAA      |     99       |  2/10/2015 |
  |  item93   |     CCC      |     50       |  2/10/2015 |

The above example shows it is initially sorted decending by date, and grouped. Then Acending by Column 1.

If you click on Column 2 heading, this happens.

  |   Title   |   Column 1   |   Column 2   |    Date    |
+ Date 2/11/2015
  |  item66   |     BBB      |     42       |  2/11/2015 |
+ Date 2/10/2015
  |  item93   |     CCC      |     50       |  2/10/2015 |
+ Date 2/11/2015
  |  item42   |     JJJ      |     74       |  2/11/2015 |
+ Date 2/10/2015
  |  item34   |     AAA      |     99       |  2/10/2015 |

When in reality I want it to keep the first sort and group by date, and apply the column sorting secondary.

If I insert this as a SharePoint list view, it works as I want. But to insert it as a data view it works like the above example.

Any ideas? Thanks