when VFP apply a ORDER pass ( it do this also to make the distinct pass )
VFP build a new cursor
but it uses the names of the fields of the last select
in the case these is present:

CREATE CURSOR AA (MM I)

SELECT 1.00 X1,.f. X2 FROM AA;
UNION ALL;
SELECT 1.00 Y1,.T. Y2 FROM AA

SELECT 1.00 X1,.f. X2 FROM AA;
UNION ;
SELECT 1.00 ,.T. FROM AA

* FIELD NAMES = Y1,Y2
SELECT 1.00 X1,.f. X2 FROM AA;
UNION ;
SELECT 1.00 Y1,.T. Y2 FROM AA

* FIELD NAMES = Y1,Y2
SELECT 1.00 X1,.f. X2 FROM AA;
UNION ALL;
SELECT 1.00 Y1,.T. Y2 FROM AA ORDER BY 2