Add a NULLS FIRST / LAST clause while ordering a union

[Laurent Tramoy]

I have read the recent tickets about unions and order_by (https://code.djangoproject.com/ticket/31496, https://code.djangoproject.com/ticket/27995, https://code.djangoproject.com/ticket/30628) , and my bug is slightly different, so I hope it's not a duplicate.

Let's consider two similar models:

class EntityA(models.Model):
    name_a = models.CharField(max_length=128, null=True)
    dt_a = models.DateTimeField(null=True)


class EntityB(models.Model):
    name_b = models.CharField(max_length=128, null=True)
    dt_b = models.DateTimeField(null=True)

EntityA.objects.create(name_a="a")
EntityA.objects.create(name_a="qwerty", dt_a=timezone.now())
EntityB.objects.create(name_b="random", dt_b=timezone.now())
EntityB.objects.create(name_b="b")

qs_a = EntityA.objects.values(name=F("name_a"), dt=F("dt_a"))
qs_b = EntityB.objects.values(name=F("name_b"), dt=F("dt_b"))

# union queryset
queryset = qs_a.union(qs_b)

I can use a simple ORDER BY clause:

queryset.order_by("-dt")

And everything will work, no problem here.

What I actually want is the same query, but with a NULLS LAST
Usually the query becomes:

queryset.order_by(F("dt").desc(nulls_last=True)) 

but that raises a

DatabaseError: ORDER BY term does not match any column in the result set.

I know unions can handle only a few clauses, but ORDER BY is one of them, so I'm unsure whether this is the expected behaviour or not.
If it's expected, then the raised exception could be more explicit.