Is it possible to order people online by first by the group and then by the name?
This isn't available by default. If you know php you can start out by looking at our Function DB (http://support.simplemachines.org/function_db). Otherwise I can move this to mod requests for you :)
I don't think I know enough php to do that, so please move it, little question which function is it that order/shows the online users?