John,
have you tried to use the fastest of the sort options from the database, and
then using CF query of queries to do the two subsequent sorts.
This does not need to go back to the database and is sometimes faster.
E.g.
<CFQUERY name="firstQuery" datasource="realdatabase">
SELECT A,B,C
FROM table
ORDER BY C
</CFQUERY>
<cfquery name="secondQuery" dbtype="query">
SELECT *
FROM firstQuery
ORDER BY A
</cfquery>
<cfquery name="thirdQuery" dbtype="query">
SELECT *
FROM firstQuery
ORDER BY B
</cfquery>
Cheers,
Bilal
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