ENH: Support sorting frames by a combo of columns and index levels (GH 14353)
This PR implements the changes proposed in #14353. @jorisvandenbossche 

- [x] closes #14353
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry
- [x] Rework to use utility methods introduced in #17484 after it is merged
