Mira lo que dice la definicion de UNION
Cita: UNION Clause
The UNION clause has this general form:
select_statement UNION [ ALL ] select_statement
select_statement is any SELECT statement without an ORDER BY, LIMIT, FOR UPDATE, or FOR SHARE clause. (ORDER BY and LIMIT can be attached to a subexpression if it is enclosed in parentheses. Without parentheses, these clauses will be taken to apply to the result of the UNION, not to its right-hand input expression.)
En conclusion, encierra entre parentesis los campos de ordenamiento, d elo contarrio el orden se aplica al resultado final de la UNION