There is a way to do what you are trying using parameters. The article below has some good steps that allow you to sort multiple fields based on a specific measure. I hope this helps.
Thanks Matt. I knew this solution going through parameters but it is not really the solution.
I can create a parameter, apply to both tables, and use a list of measures to display different sorting. It works.
But I cannot do the same for the dimensions. And btw I can apply only a parameter as sorting.
That's a pity that the sorting actions for Dashboard are not developed at all.
hopefully tableau will do something in that direction