The Overdues report under Circulation Reports (circ/overdue.pl) ignores choices made under "Sort by" in the "Filter on" sidebar. It's as if it's always defaulting to the default sort order on line 282 of overdue.pl and skipping over the other options. Not sure if this is a recurrence of bug 2866 or something new.
This was fixed by the patch for bug 6640. That fix is available in Koha 3.4.5