WordPress is notoriously against ordering by terms. Of course it’s precisely what people need to accomplish in practice. And precisely a mess with a very clunky database representation of them (which is planned to be slowly improved over several releases to be fair).
In a nutshell the issues with your query are:
- it’s preferable to work with
WP_Query, even if you are considerably customizing SQL - you are missing the whole third
wp_term_taxonomytable 🙂
While I don’t think there is any truly canonical way to do it, the most reliable approach I had seen and used is covered in Sortable Taxonomy Columns post.