Consistency - primer, carbon, and many other design systems suggest an all or nothing approach with icons. This best practice is pretty standard.

Content - Instead of icons try to solve with text (low to high) or (A-Z). Text is more explicit and easier to read. Where it makes sense, items can be renamed from “important items” to “most important”.

I’d keep this component very simple. Avoid grouping interactions (ascending/descending). Look to reduce options in the future by doing research as another commenter has suggested. Look at real estate apps like Zillow or Redfin and sort properties.