Why not implement as other programs do and simply have the user "right-click" on the column heading causing a pop-up menu to open a listing of bullet choices of:
primary sort column
secondary sort column
non-sorted column (default)
Currently, nothing happens when right-clicking a column heading. Thus, this should not conflict with current operation.
If one tries to select another column as either primary or secondary, then the previous conflicting column is automatically switched to non-sorted (default).
Left-clicking of a column still inverses the ascending/descending sort ordering of the column items. If no column has been selected for primary/secondary, then column sorting would work just as it does now. If there is a selected primary and no secondary, then right-clicking on another column would act as a secondary sort of the selected column. If there is a primary and a secondary, then right-clicking on another column would act as a tertiary sort of the selected column.
It would also be a nice feature to background color highlight the primary/secondary columns. Maybe green for primary, yellow for secondary, and leave the rest as is?