The issue I had was related to having empty values in some records - this causes sorting problems. A solution is given in the first of @psweb’s productivity tips. However, I don’t think is related to your problem - but it’s an important thing to be aware of.
I haven’t come across any problems sorting in the situation you describe, and hadn’t noticed that the same column might appear twice in the order by list - however, looking at the generated query, I can see that it does.
I’m using MySQL, which doesn’t seem to mind that the query might contain this:
ORDER BY stock_id ASC, stock_id DESC
Are you using a different type of database - which, quite reasonably, flags this as an error? It seems like this might be a bug, and that default sort parameters should be removed in this situation.