I've gone down the road of the sort arrows many times. Manipulating the datagrid.columnHeaderGroup.visibleSortIndicatorIndices never seemed to work for me. It really is inconsistent and the columns themselves have a to change with the sortDescending to get the direction. Then there is that click bug that makes some of the sort arrows not update properly.
For an application developer it may be easier to create a modified GridColumn that includes a new custom sort property. Then modify the skin to check for that property and the sortDescending to get the direction. Just use preventDefault to disable the internal sort arrows -Mark
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