Currently, the "Custom sort field for entity groups" option in Site Preferences allows you to specify how Shotgun sorts entity groups by specifying a field on an entity. But, the field needs to be directly on the entity that you are specifying.
We've heard some feedback that it would be great to support hopped fields, in dot notation style, in the "Custom sort field for entity groups" Site Preference.
Vote this feature up if you agree, and feel free to leave any use-cases and additional feedback!