Steven Zahm@ Eugene
re: Sort by Category and Last_name, produce a listing with ALL categories, but have each category start as a header for its section of names.
Sorry, no grouping by category is not possible. With simple directories, it might would be doable but it would cause all sorts of issues for pagination and category filtering. The it really gets complicated with multiple level category hierarchies and entries assigned to more than one category.
re: I don’t think it would support Category selection.
Sorry, no, not really. You current setup I would actually recommend an even more complicated setup using two pages. I suggestion adding a new page named “Practitioner”. Do not add this page to your menus. On this page, add only the [connections] shortcode with no options. Set the page as the directory home page. On your existing page add force_home="true" to all the existing shortcodes. When the page is saved, all the “View Profile” links will not resolve to the new “Practitioner” page. You do this so the page intro and all the category headers will not be shown on the profile page.
Now, if you would like a makeshift category selection with your setup, you could add in page links. Give each of your headers an unique id. Then at the top of your page add links to each of those ids.
Sorry I do not have better answers for you, but I hope this helps!