A partial solution might be
SELECT
.
.
.
customer.customer_corporate_name,
isnull(customer.siren_corp
,Replace(customer.comm_regnum_cust, ' ', '')) AS SiretSiren
.
.
.
FROM customer
JOIN customer_status
.
.
.
ON customer_status.status_id = status.status_id
ORDER by customer.customer_corporate_name,SiretSiren
solved ORDER A TABLE BY TWO COLUMNS