How can I first sort by color & then in alphabetical order in ssrs?

I'm still new to ssrs. In my query the color is determined by location. In my query I did ORDER BY [Location], Underwriter. Now this works perfectly fine in my query, but when I run it in SSRS it doesn't sort like in the query. I get this what I would like to do is first group the colors together and & set the underwriters in alphabetical order i.e. Balluka, Bill(light blue) Matanane, Brian(green) Walsh, Daniel(green) Davidson, Christine (pink) Hamilton, Marianne (pink) Karger, Tierney (pink) Marroquin, Melanie (pink) Sylvester, Todd (pink) Hopp, Robert (white) Lohr, Jeff (white) Raskovic, Hanna (white) Now what I tried doing in ssrs was in the design I right clicked underwriter> interactive sorting: tried sorting by underwriter & location but nothing happens when I run it. Please help