I have ProjectEntity with such relation in it
'users' => $mapper->hasManyThrough($entity, 'Api\V2\Entities\UserEntity', 'Api\V2\Entities\UserProjectEntity', 'user_id', 'project_id')->active()->order(['displayname' => 'ASC'])
->order() does not affect on the result, its sorted by id of UserProjectEntity (it has simple structure id - user_id -project_id)