Its apparently not possible to sort for nested attributes.
One hack many are suggesting is to use the nested attribute as Data Type for the Repeating Group and then populate the Cells with all Companies that have Current cell’s attribute in their nested Data field.

Another one is to just store the value (or value change) of the nested Object at creation of the Object in the parent (i.e. When Company-Review gets added, write new Review avg of company to another Field ‘avg-rating’ as a number.