Your query is looking for 2 URL parameters:
WHERE "TailNum" = #URL.TailNum# ORDER BY #URL.SORTBY#
But according to the links at the top of each column, you're
only passing one:
TestSort.cfm?SORTBY=Series=asc
You probably want something more like this:
TestSort.cfm?TailNum=#URL.TailNum#&SORTBY=Series
This way you pass TailNum each tyime.