Here are some plugins (unfortunately commerical (ie cost money)) that should do what you want.
No, and I don't think it's actually possible. JQL is not SQL.
The reason is tha there are two parts to what you're doing in Jira. There's "give me a list of issues matching question" and then "show me the list". When you interrogate a database with SQL, you're doing both the question and display in one go. In Jira, you've got a filter answering the question, and then you push the list of issues (note - NOT all their data, a filter only returns a list of pointers to issues) through the issue navigator, an excel download, a gadget, a chart, a report and so-on.
The only reason "order by" works is because filters have a slight blur on the question/display barrier - they can also hold a simple flag saying "sort by these fields", and the "order by" clause feeds into that. The display methods are then free to use or ignore those if they want. I think to get a "group by" clause to work, you'd either need to extend that functionality, or have fields available that you could push into the "sort by" columns.
Further, to get your output to work, you'll have to modify the code generating the output - if you want that in the issue navigator, you're going to have to hack the issue navigator to understand the group-by stuff you add.
Or, you could look at something like the release notes, or filter gadgets, which take the filters they're given and do the "group by" internally because that's what they're for.
Fx. "project = test AND status != closed Group By assignee"
this should return the issues within test project, that have not been closed (Pretty straigt forward)
BUT they should be display in groups sorted by the assignee.
like this. So its like "order by", but the order by field, should be a headline over issues.
Thank you for clarifying because an order by clause will get the records listed in the proper order, but not formatted. Even in the sql world would not do what you want by sql alone. That type of formatting is done by report writers or report writer features built into sql query applications.
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