There is currently no ‘sorting’ available in Perfectforms connections. It is something that has been raised to be looked at for a future release to see what could be done.
How you have done this in the past with a ‘view’ would be the best way. Afraid I’m no sql expert so can’t comment on an ideal method for ‘speed’ or the performance difference between what you have successfully used in the past and what you are trying here.
I wonder though if you have lots of ‘connect’ actions all running in the same ‘event’ (ie form is opened, page is opened) that is causing you to look at ‘speed’ and the practical performance of your form may be improved by spreading out these to when they are actually needed and not all on the same ‘event’ ? That has been seen in the past to help