What is the problem is a good question.

I created with 32-bit UltraEdit for Windows v27.00.0.72 a new ASCII file with the three lines posted by you and clicked on item Sort on ribbon tab Edit and the order of lines changed to Mary, Paul, Peter as expected by me.

Next I changed the sort options using Advanced sort/options and executed the advanced sort and it worked again on the three lines changing the back lines to Peter, Paul, Mary (sort on column 4).

Then I opened once again the dialog for an advanced sort, clicked on button Reset to defaults, clicked on button Sort with the result that the lines in file were sorted again in order Mary, Paul, Peter.

I used Undo three times to restore original file content, converted the file to Unicode (UTF-16) and executed the three sorts once again, each producing the expected result. I restored once again original file content and executed a sort with just the first two lines selected and next with just last two lines selected and the results were correct for both sorts with no error message displayed.

So I cannot reproduce any problem with sort feature with UltraEdit for Windows v27.00.0.72.

Is it possible for you to click on ribbon tab Advanced on item Backup Settings and backup all your settings into a file of your choice and pack the created file together with the example file on which sort fails into a 7-Zip, RAR or ZIP archive file which you upload as attachment to your next post? This would make it possible for me to try to reproduce the sort issue with your file and your settings. For a non-public, confidential support contact IDM support by email with the archive file containing the backup file with the settings and the file on which the sort fails.

Public hotfix version 27.00.0.82 was released on 2020-07-15 which should contain the fix of the sort issue which I could not reproduce on my machine.