Select the data range
Data > Sort range > Advanced range sorting options
Check “Data has header row” (if applicable)
Choose the sort column(s) and A-Z or Z-A > Sort
Click a cell in the target column > Data > Sort sheet by column [X], A-Z or Z-A
Data > Create a filter > Click the filter icon in the header > Sort A-Z or Z-A (optional: Sort by color)
=SORT(A2:D, 1, TRUE)
=SORT(A2:D, 2, FALSE, 1, TRUE)
Undo: Ctrl+Z (Cmd+Z on Mac)