Sorting datagridview by column header click

There's an example of how to control the sorting in the documentation:
DataGridView.ColumnHeaderMouseClick Event (System.Windows.Forms) | Microsoft Docs[^]

You just need to determine the default sort order based on the sort column in the ColumnHeaderMouseClick event handler.

DataGridViewColumn newColumn = dataGridView1.Columns[e.ColumnIndex];
DataGridViewColumn oldColumn = dataGridView1.SortedColumn;
ListSortDirection direction;

if (oldColumn == newColumn)
{
    // Sorting by the same column: toggle between ASC and DESC:
    direction = dataGridView1.SortOrder == SortOrder.Ascending 
        ? ListSortDirection.Descending 
        : ListSortDirection.Ascending;
}
else
{
    // Sorting by a new column.
    
    // Choose the default direction based on the column name:
    switch (column.Name)
    {
        case "XYZ":
            direction = ListSortDirection.Descending;
            break;
        default:
            direction = ListSortDirection.Ascending;
            break;
    }

    // Remove the sorting glyph from the old column, if any:
    if (oldColumn != null)
    {
        oldColumn.HeaderCell.SortGlyphDirection = SortOrder.None;
    }
}

dataGridView1.Sort(newColumn, direction);

newColumn.HeaderCell.SortGlyphDirection = direction == ListSortDirection.Ascending 
    ? SortOrder.Ascending 
    : SortOrder.Descending;