Yes. You will have to specify two join keys i.e give two "Key" properties and specify the two field names. Similarly for Sort. Specify both the keys in the "Key" property. Note that the key order specified in sort and join should be the same or you might get a warning.
yes you can sort or join the data using two columns. If the data to be joined between the two links then it should be hashed and sorted on the key columns and then the join should be made on the key columns and the partition type should be SAME.