Appreciating and supporting what Don and Jim say, but, on the other hand, understanding that and why you are looking for a quick fix, I brought up the following that might do the task. I'm not sure it will run correctly under cygwin - no chance to test. Runs fine, at least with your sample data, on my linux system.
Put the sort order into a file

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$(awk   'NR==FNR{Ar[++n]=$1;next}
         FNR=1 {exit}
         END    {printf "sort";
                 for (i=1;i<=n;i++)
                   for (j=1;j<=NF;j++)
                     if (Ar[i]==$j) {printf " -k%d,%d",  j, j; break};
                 printf "\n"}                                     
        ' sortorder infile ) infile

I had started working on a solution similar to RudiC's suggestion last night, but fell asleep before finishing it. RudiC left out one important element; for the fields you're sorting you need to specify a numeric sort.

The following works on OS X, but I don't have a Cygwin system to test. This keeps the header line at the start of the file. The way it is written, it produces debugging information in a file named debug.out that shows the fields selected by the given sort keys, shows the sort command that is used to perform the sort, and lists the fields from each record that will be sorted by that command. (Actually, the entire record will be used as a final sort key if all of the selected keys match in some records, but since the first field in each line in your input files is a sequence number, that field will always be enough to disambiguate any records that match up to that point.)

#!/bin/ksh
awk -v dbg=1 '
BEGIN{  FS = OFS = "\t"}
FNR==NR{# We are in the 1st file.  Each line is the name of a field to be used
        # as a sort key, with the 1st line being the primary sort key.
        key[++nk] = $1
        next
}
FNR==1{ # We are on the 1st line of the 2nd file.  Determine the sort command
        # to use to implement the desired sort order.  All keys are to be
        # treated as ascending order numeric fields.
        sortcmd = "sort -t \"" FS "\" -n"
        for(i = 1; i <= nk; i++) {
                # For each key...
                for(j = 1; j <= NF; j++) {
                        if($j == key[i]) {
                                # We have a match...
                                if(dbg)printf("key[%d](%s) is field %d\n",
                                        i, key[i], j) > "debug.out"
                                if(dbg)keyf[i] = j
                                sortcmd = sortcmd " -k" j "," j
                                break
                        }
                }
                if(j > NF) {
                        # This key does not have a matchine field heading.
                        printf("sorter: No heading matches key[%d] (%s)\n",
                                i, key[i])
                        ec = 1
                }
        }
        if(ec) exit ec
        if(dbg)printf("sortcmd is \"%s\"\n", sortcmd) > "debug.out"
        print
        next
}
{       # We have a data line.  Feed it to sort.
        if(dbg) {
                printf("line %d key info: %s", FNR, $keyf[1]) > "debug.out"
                for(i = 2; i <= nk; i++) printf("\t%s", $keyf[i]) > "debug.out"
                printf("\t%s\n", $1) > "debug.out"
        }
        print | sortcmd
}
END{    close(sortcmd)
}' keys data

awk -v dbg=1 '

awk -v dbg=0 '

awk '

Wow, thanks allot for working this out. This will really save me allot of time. It looks like it would be reasonable to make simple changes, like to alphanumeric sorting, or to change the sort order.

After a few changes to make this into a callable script run in bash, this is what I ended up with.

#!/usr/bin/bash

# call with $1 list of column headers to be sorted on, one header per line
# call with $2 name of file to be sorted

# will be prefixed to name of data file to create output file
OUTPUPREFIX="_makesdf"

# parse arguments
KEYFILE=$1
DATAFILE=$2

# make sure input is has unix EOL
dos2unix -q $KEYFILE
dos2unix -q $DATAFILE

# change to dbg=1 for debug output to logfile
#awk -v dbg=1 '
awk -v dbg=0 '
BEGIN{  FS = OFS = "\t"}
FNR==NR{# We are in the 1st file.  Each line is the name of a field to be used
        # as a sort key, with the 1st line being the primary sort key.
        key[++nk] = $1
        next
}
FNR==1{ # We are on the 1st line of the 2nd file.  Determine the sort command
        # to use to implement the desired sort order.  All keys are to be
        # treated as ascending order numeric fields.
        sortcmd = "sort -t \"" FS "\" -n"
        for(i = 1; i <= nk; i++) {
                # For each key...
                for(j = 1; j <= NF; j++) {
                        if($j == key[i]) {
                                # We have a match...
                                if(dbg)printf("key[%d](%s) is field %d\n",
                                        i, key[i], j) > "debug.out"
                                if(dbg)keyf[i] = j
                                sortcmd = sortcmd " -k" j "," j
                                break
                        }
                }
                if(j > NF) {
                        # This key does not have a matching field heading.
                        printf("sorter: No heading matches key[%d] (%s)\n",
                                i, key[i])
                        ec = 1
                }
        }
        if(ec) exit ec
        if(dbg)printf("sortcmd is \"%s\"\n", sortcmd) > "debug.out"
        print
        next
}
{       # We have a data line.  Feed it to sort.
        if(dbg) {
                printf("line %d key info: %s", FNR, $keyf[1]) > "debug.out"
                for(i = 2; i <= nk; i++) printf("\t%s", $keyf[i]) > "debug.out"
                printf("\t%s\n", $1) > "debug.out"
        }
        print | sortcmd
}
END{    close(sortcmd)
}' $KEYFILE  $DATAFILE > $OUTPUPREFIX"_"$DATAFILE

@Don Cragun: impressive suggestion, esp. the debug stuff. Seen it before, admired it before, inclined to adopt it.
I had thought about the numeric sort, but as there are non numeric fields in the file as well, I disregarded it for the first attempt. By a slight enhancement we can make my suggestion accept "per field sort options", and this should be doable for Don's code as well:

$(awk   'NR==FNR{Ar[++n]=$1; SO[n]=$2; next}
         FNR=1 {exit}
         END    {printf "sort";
                 for (i=1;i<=n;i++)
                   for (j=1;j<=NF;j++)
                     if (Ar[i]==$j) {printf " -k%d,%d%s",  j, j, SO[i]; break};
                 printf "\n"}                                     
        ' sortorder infile ) infile

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fusering   nr
nasC