I'd like to be able to sort tickets by "any deadline".
This means if the ticket has an assigned to a deadline, you use this for sorting.
Otherwise, you use the ticket's milestone's deadline.
This would allow for very flexible and unsurprising sorting.
PS: I think nils should always come at the bottom when sorting by "any deadline". See also https://community.atechmedia.com/topic/304-date-based-sorting-should-put-nil-dates-at-bottom-not-top/
Nice to have this in the columns as a pseudo field (perhaps with a nifty task/milestone icon next to it to show where the origin of the deadline comes).
(Cheeky) Implementation note. If you have to descend to sql COALESCE() is your friend here. Though you might need to denormalize to get fast enough results.
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