Select * 
from your_table 
order by col_1 <> '',
         case when col_1 = '' then col_3 else col_5 end,
         col_4,
         case when col_1 = '' then col_5 else col_3 end

我处理这类事情的典型方法是juergen的答案所建议的方法的变体，但处理类型差异：

SELECT * 
FROM table AS t
ORDER BY CASE WHEN col_1 = '' THEN 0 ELSE 1 END
   , CASE WHEN col_1 = '' THEN col_5 ELSE /* valid literal value for type of col_5 */ END
   , CASE WHEN col_1 <> '' THEN col_3 ELSE /* /* valid literal value for type of col_3 */ */ END
   , col_4
   , CASE WHEN col_1 = '' THEN col_3 ELSE /* valid literal value for type of col_3 */ END
   , CASE WHEN col_1 <> '' THEN col_5 ELSE /* valid literal value for type of col_5 */ END

如果字段是兼容的数据类型，juergen的答案可能会稍微好一点（总体排序维度更少）。