Describe the new feature

You can click on a column header to sort by that column and you can click again to change the sort order. But that's about it.

We should add a possibility to "remove" any sorting, i.e. go back to sorting by rowid but without having to show the rowid column.

We should also add a possibility to sort by multiple columns. Maybe this requires a new dialog.

Additional info

Please answer these questions before submitting your feature request.

Is your feature request related to an issue? Please include the issue number.

Removing a sort order is mentioned in #1758. I'm sure sorting by multiple columns was mentioned several times but I can't find an issue at the moment.

Does this feature exist in another product or project? Please provide a link.

Do you have a screenshot? Please add screenshots to help explain your idea.