...
private
    { Private declarations }
    FGridMode: Boolean;
    FText: string;
    function GetUserOrder: string;
...

procedure TForm1.FormShow(Sender: TObject);
begin
  FGridMode := False;
  btnGridModeClick(Self);
  osSession.Connected := True;
  FText := oqMain.SQL.Text;
  oqMain.Open;
  meLog.Lines.Clear;
end;

procedure TForm1.gdbbtvMainDataControllerSortingChanged(Sender: TObject);
begin
  meLog.Lines.Add('Start sorting...');
  if gdbbtvMain.DataController.DataModeController.GridMode then
  begin
    if gdbbtvMain.SortedItemCount > 0 then
    begin
      try
        gdbbtvMain.BeginUpdate;
        oqMain.Close;
        oqMain.SQL.Clear;
        oqMain.SQL.Add(FText);
        oqMain.SQL.Add(GetUserOrder);
        oqMain.Open;
      finally
        gdbbtvMain.EndUpdate;
        gdbbtvMain.OnFocusedRecordChanged(gdbbtvMain,
          gdbbtvMain.Controller.FocusedRecord,
          gdbbtvMain.Controller.FocusedRecord, True);
      end;
    end
  end;
  meLog.Lines.Add('End sorting!');
end;

function TForm1.GetUserOrder: string;
var
  I, ID: Integer;
  SQLOrderSt: String;
begin
  Result := ' order by ';
  for I := 0 to gdbbtvMain.SortedItemCount - 1 do
  begin
    if I > 0 then
      Result := Result + ', ';
    Result := Result + 't.' + TcxGridDBBandedColumn(gdbbtvMain.SortedItems[I])
      .DataBinding.FieldName;
    if gdbbtvMain.SortedItems[I].SortOrder = soDescending then
      Result := Result + ' desc';
  end;
end;

procedure TForm1.gdbbtvMainFocusedRecordChanged(Sender: TcxCustomGridTableView;
  APrevFocusedRecord, AFocusedRecord: TcxCustomGridRecord;
  ANewItemRecordFocusingChanged: Boolean);
var
  LText: string;
begin
  LText := 'OnFocusedRecordChanged APrevFocusedRecord=';
  if APrevFocusedRecord = nil then
    LText := LText + 'nil, '
  else
    LText := LText + IntToStr(APrevFocusedRecord.Index) + ', ';
  LText := LText + 'AFocusedRecord=';
  if AFocusedRecord = nil then
    LText := LText + 'nil, '
  else
    LText := LText + IntToStr(AFocusedRecord.Index) + '.';
  meLog.Lines.Add(LText);
end;