Attached is the html to demonstrate the bug. The Country is placed as one column, and some values (C2, C3) are filtered out. Then you can click to sort C1 and Total, but can not click to sort C4, C5 anymore.
If select all values for Country, sorting seems working right for all countries.
Hope this bug is fixed soon.
Thank you for providing the detailed steps of reproducing the issue.
That was really helpful.
We will add the necessary update in the minor release with ETA Oct 21.