There is an arrow head on the sorted column. If it points in the wrong order (eg L > H ), click again
Calibre
biases sorts, by the previous sort.
If you want Titles by Author (same Titlename with Authors in order)
First sort The Authors, Then sort by Title
(you can't do conflicting nested sorts and expect them to work

)
Code:
BTW there ia a Preferences:Tweaks for a starting up sort
ID: sort_columns_at_startup
Provide a set of columns to be sorted on when calibre starts. The argument is None if saved sort history is to be used otherwise it is a list of column,order pairs. Column is the lookup/search name, found using the tooltip for the column Order is 0 for ascending, 1 for descending. For example, set it to [('authors',0),('title',0)] to sort by title within authors.