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Perhaps the UI should remember the sequence in which you changed the sort order,
so that after first sorting by, say, first name, and then by surname, those entities
with the same surname would remain sorted by first name.

Filemaker has a 'sort widget' which works very nicely, but is not a good fit for
sorting a 'content view' of a table. You are right that a custom query is the correct
way to handle this (and would also allow HAVING).

You might be better asking for the rows returned by a custom query to be editable.
If you have a primary key, is there a technical reason why they should not be?