Thread sorting happens before loose threads are gathered.  See the
definition of `gnus-summary-prepare'.  Threads are made, then cut, then
sorted, and then gathered.  I believe they should be made, cut,
gathered, and then sorted.  A consequence of the current order is that
using `gnus-thread-sort-by-most-recent-{number,date}' in the
`gnus-thread-sort-functions' will not pay attention to all messages in a
gathered thread.

I have verified that changing the order does the right thing, but some
functions that may be used in sorting do not know how to handle gathered
threads.  An example is `gnus-thread-latest-date' which will choke on
the string at the car of a gathered thread.  I made a change to
`gnus-thread-latest-date' so it understands gathered threads, but it may
make more sense to do this in the function(s) that call the sort
functions rather than testing that all sorting functions know how to
handle gathered threads.

I include the patch I was testing with.  It is only valid with respect
to the sorting functions I was working with, and as such isn't suitable
to commit in its current state.