When you selected the "Sort members" option in the pivot table, did you do it from the gear icon next to the "Rows" header, or from the one next to the specific level that you had put on rows? On IRIS 2019.1, I'm finding that the sort order remains when I drill down if I do the former, but not if I do the latter.
I agree that that would be useful, and I have tried something along those lines using the result set's %Statistics property in the past. However, the AuditQueryCode routine runs too early for the performance statistics to be complete for most asynchronous queries. If this changes in the future, I'll post an update and add it to the sample classes.
If the list of branches will not change over time (or will change very infrequently, so that you can manually update your cube model when it does), you might consider manually specifying the members for the Branch level, as documented here.
If you do this, keep in mind that the Analyzer adds the NON EMPTY keyword to many MDX queries by default, which will prevent members with no data from being shown in the resulting pivot table. You may need to remove this keyword from MDX queries where you want the members with no data to show up.
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