I try to use select union with order by and now i can select it but it seem like it not order by date with what i expect why?
Looks like you are sorting by close_date column in all the tables in DESC order then UNION. Instead of this approach SELECT UNION all the tables and, in the final result you can ORDER BY the Close Date:data:200 as DESC.

The working query will be:

SELECT T.*
FROM (
    SELECT sale.NAME AS "Name"
        ,sale.responsible AS "Responsible:data:200"
        ,sale.action_type AS "Action Type:data:200"
        ,sale.id_customer AS "Id_Customer"
        ,sale.workflow_state AS "Workflow:data:200"
        ,sale.close_date AS "Close Date:data:200"
        ,sale.modified_by AS "Done By:data:200"
    FROM `tabsales_action` sale
    WHERE sale.workflow_state = 'Done'

    UNION

    SELECT mfi.NAME AS "Name"
        ,mfi.responsible AS "Responsible:data:200"
        ,mfi.action_type AS "Action Type:data:200"
        ,mfi.id_customer AS "Id_Customer"
        ,mfi.workflow_state AS "Workflow:data:200"
        ,mfi.close_date AS "Close Date:data:200"
        ,mfi.modified_by AS "Done By:data:200"
    FROM `tabmfi_loan_action` mfi
    WHERE mfi.workflow_state = 'Done'

    UNION

    SELECT credit.NAME AS "Name"
        ,credit.responsible AS "Responsible:data:200"
        ,credit.action_type AS "Action Type:data:200"
        ,credit.id_customer AS "Id_Customer"
        ,credit.workflow_state AS "Workflow:data:200"
        ,credit.close_date AS "Close Date:data:200"
        ,credit.modified_by AS "Done By:data:200"
    FROM `tabin_house_credit_action` credit
    WHERE credit.workflow_state = 'Done'

    UNION

    SELECT service.NAME AS "Name"
        ,service.responsible AS "Responsible:data:200"
        ,service.action_type AS "Action Type:data:200"
        ,service.id_customer AS "Id_Customer"
        ,service.workflow_state AS "Workflow:data:200"
        ,service.close_date AS "Close Date:data:200"
        ,service.modified_by AS "Done By:data:200"
    FROM `tabservices_planning` service
    WHERE service.workflow_state = 'Done'

    UNION

    SELECT account.NAME AS "Name"
        ,account.responsible AS "Responsible:data:200"
        ,account.action_type AS "Action Type:data:200"
        ,account.id_customer AS "Id_Customer"
        ,account.workflow_state AS "Workflow:data:200"
        ,account.close_date AS "Close Date:data:200"
        ,account.modified_by AS "Done By:data:200"
    FROM `tabaccounting_action` account
    WHERE account.workflow_state = 'Done'
) AS T
ORDER BY T.`Close Date:data:200` DESC