It is a bit hidden in Data Grid 2, but sort order is available under Data source, but only if the source is either Database or XPath:
I might not understand your question correctly, but when using a data grid, you should be able to use multiple sort options:
If you double click the "sort order” option in the grid, above screen should open
So first, the project and then the start date should archieve what you’re looking for.
Otherwise you should use a data source microflow and use the “sort” function to create the proper sorting.
In Datagrid-2 also, The sort option is available.
In General tab of Datagrid-2, Datasource--> Edit--> Sort-order---> Edit….
Here you can define multiple sort order based on requirement.