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As per the document shared https://docs.microsoft.com/en-us/powerapps/developer/component-framework/reference/sortstatus
we dont find a way to sort status of a data-set column other than the ascending and descending.
however Users wanted to use the sorting for alphabetical order and etc.

can we please have this added for future .
STATUS DETAILS
Needs Votes
Ideas Administrator

Thank you for your feedback. Currently this is not in our roadmap; however, we are tracking it and if we get more feedback and votes, we may consider it in the future. 

Sincerely,
Paramita Chatterjee
PM, Microsoft.