There is no such thing as "sort on a subgroup". I'm not even sure what that means?
Well, obviously the database can't be sorted in two different orders at once.
You can do a "sort within". In that case the second field is only sorted within each group of the first sort. For example, you could sort by a State field, and then do a sort within by the City field. The states would still be in order, with the cities sorted within each state. Is that what you mean? If so, Panorama has let you do that since 1988 (version 1.0). Panorama X still can do that, and also has the Sort dialog that allows you to specify multiple fields to be sorted all at once.
All of this is explained in the Panorama X help under Sorting Data, with little movies to illustrate exactly how it works.