For your questions:
1 - Can i make the whole column header clickable? Instead of having to click on that little tiny arrow?
Answer: That's a great suggestion, I will forward your idea to dev.team. Personally I think it is more user-friendly to be so.
2 - Can the behavior of the sort be to reset the other sorts? Let say, if i order by date, then i click order by revenu, it will reset the order by date sort? The issue here is that when i sort by date, if the user doesn't remove the sorting from the date column, he cannot sort by the other columns... The same thing happen in your example : if the date column is sorted, when you click on the "Status" column, nothing happens...
Answer: Actually, when you have both columns sorted then both columns will go to SQL Order By. As you know the order of columns in "order by" is important, it determine which columns will be sorted first before other can be sorted. So in this case, the date column will be sorted first. And only if there is two rows with same date, then the status will have chance to be sorted. That's why you see this effect like nothing happens when you sort the status column after sorting date.
3 - dashboard "active" without creating a menu?
Answer: You simply adding "->hidden(true)" then it will be out of menu.