Thanks Denis,
your selects prove everything.
Because of the performance impact, i am considering few options for fields that will not be part of sorting key:
1. for fields of UInt type, I will change them to Int type, and replace all Null values with value -1. This will be OK for fields whose original values are always positive. It is kind of impractical, but it could work.
2. for fields of Int type, maybe I can find a value (positive or negative) that is not likely to show up among values, or use Nullable and pay the consequences.
3. for fields of String type I can provide default value for an example 'n/a'.
If fields has to be part of the sorting key, the problem is even bigger.
Are better handling of Nullable columns on Clickhouse roadmap in the near future?
Regards.