When you have a Datagrid 2 with a sortable column that contains 'null' values, the null values are put on top both when you sort the column ascending and descending.
In SQL it is relatively easy to decide whether null values should be put on top or bottom of the list by adding a 'NULLS LAST' or NULLS FIRST' clause to your SQL statement. It would be great if Mendix could implement this when sorting their columns. Even better would be to leave the decision to put nulls first or last to either the developer or the user.