Thanks a lot to @Sally CJ for the answers. It works with changing format of start_at field and adding key in array like this :
function my_sort_custom_column_query( $query )
{
$orderby = $query->get( 'orderby' );
if ( 'dateevent' == $orderby ) {
$meta_query = array(
'relation' => 'OR',
'_start_at' => array(
'key' => '_start_at',
'type' => 'DATETIME',
),
);
$query->set( 'meta_query', $meta_query );
$query->set( 'orderby', '_start_at' );
}
}
add_action( 'pre_get_posts', 'my_sort_custom_column_query' );