I'm not sure whether double sort is explicitly supported, but in the right/album view I like to have the releases sorted by Artist then by Album title. To do this you first sort by Album title name and then by Artist.

But when you then add a new Album for an Artist, Picard does not take the (previous?) sort on Album name into account so the new Album is always inserted as the first item for the Artist.

Given:

Adding a Greatest Hits album for Queen results in:

But what would be nicer is when it was inserted as follows: