If you want to set the sort order for all your lists at once, make sure the Apply To Every List checkbox is enabled before selecting a sort choice.
If you want to sort all your tasks together, as though they're in the same list, you'll need to first disable the Collapse Lists option. Then switch to the All Lists page, and select a sort order.
This is only available in the full version of GTO.
GTO allows you to sort by two different fields. Any tasks that match on the first field will be sorted by the second field. To enable multi-level sorting, select the Multi button.
The left button of each sort order chooses the first level, and the right button chooses the second level. For example, you may want to see your tasks sorted first by their due date, and then alphabetically within each day. You would select the first button by Due Date, then the second button by Alphabetical, and then OK. If you set both levels to be the same choice, the effect will be exactly the same as the basic single-level sorting.
In the current version, if custom order is set as the first level, the second level is ignored. This is a result of how the tasks are saved in the GTO database - most actions are extremely fast for the database, but sorting subtasks within their parent task is an exception. This issue is being worked on, but hasn't yet been solved.
This choice allows you to move your tasks up and down in the list, and indent them to become subtasks. Google Tasks online shows your tasks in the same way.
Sort by the task due dates in ascending or descending order. Choose whether to show undated tasks first or last on the Lists preference menu. The task reminder time is used to break ties between tasks with the same due date.
GTO records the time that a task is changed, whether that change was made in GTO or not. This sort choice shows the most recently-changed tasks at the top. Tasks almost never have identical change times, so if this is selected as the first level in multi-level sorting, the second level will probably not be used.
Shows all uncompleted tasks first.
Sort by the task names in ascending or descending order.
Sort based on the order in which tasks were created. This may be inaccurate for tasks created before you installed GTO.