In your specific case I’d say play around with the hidden
It will let you show weekday along the date (although weekday will probably go before the date, not after), but unlike Concatenate, this will NOT change value type from Date to Text. So, sorting should still work properly on values as if they were dates, not text.
If you absolutely need weekday in the end, then I suggest making it a separate column and showing to the right of your grouped one. Perhaps group on it as well so that you see it only once per group.
@Federico_Stefanato yes, you’re missing the fact that ordering of groups takes precedence over sorting on any other column. Even if you disable sorting on your date group, their last relative order would still remain “pinned” in the system. I reported this a while ago, but it’s not fixed, and I’m afraid it’s not that trivial to fix either. TL;DR: Coda remembers ordering of groups, and no sorting on ungrouped columns will affect it. It will affect the order of rows within each group, but not of the groups themselves.