Ah! Yes, I was only testing with TimescaleDB 2.7 which I think would be a requirement for doing the multi-column sorting. We completely redid how data is materialized in continuous aggregates in 2.7 and that’s why it worked for me. In 2.6 and lower, we have to store the order of each column for each column and there’s a chance something didn’t get typed correctly with the storage (especially since it’s somewhat undocumented that you can sort on two columns).
If you can upgrade to 2.7, you’ll see some big improvements as we discussed in the blog post I linked to.