Consider you have the data like below
Dimension Value1 value2 value3
A 10 5 9
B 7 9 0
C 12 6 4
Consider you click on the value 1 sorting your data looks like this
Dimension value1 Value2 value3 C 12 6 4 A 10 5 9 B 7 9 0
based on the value 1 got sorted out
Now when you click value 2 means you are releasing the sorting value 2 and it shows the data in descending order once again if you click on value 2 it shows data in ascending order and 3rd click it will remove the sorting
Hypothetically sorting the same dimension on different at same time is not possible
Hope this helps kindly mark this answer as correct/helpful so that it will help others
mested sorting is addressed 2018-2 Beta version - you can download the beta at https://prerelease.tableau.com/key/2018_3_beta
If this posts assists in resolving the question, please mark it helpful or as the 'correct answer' if it resolves the question. This will help other users find the same answer/resolution. Thank you.
Actually there is also an icon on bottom for sorting, which worked fine. I don't know how, but it is working just on 1 click.