Yes, if you want to change the sort, you will need to have an extra field for each field that needs to have an alternate sort. However, there is no need to have the extra sort field take up a column in the report. It can just be used for the sort.
However, it could be that you want the user to have the ability to click on any of the 3-4 column headings to sort, and in that case then you would need double columns.
Would it work to have a Dynamic filter to show or hide if the date is blank? Then you would not need to have duplicate sort fields.
The formula would be
IF(IsNull([my date field]), Date(2099,12,31), [my date field])
