that is probably because the sortby() function needs an array for the sortby parameters (not just a column number).  So you need to filter the table then pass the full column 3, column 4, and column 5 to the sortby parts.  this is perfect time to use the LET() statement:

=LET(in, A1:E17, 
          a, FILTER(in,CHOOSECOLS(in,2)="M"),
          VSTACK(
               TAKE(in,1),
               SORTBY(a,CHOOSECOLS(a,3),-1,CHOOSECOLS(a,4),-1,CHOOSECOLS(a,5),-1))
          )

so you can pick whatever range you want to use for line 1

line 2 performs the FILTER (in this case filter the second column for "M"

line 3 is the output and on line 4 it will return the header row and line 5 does the sort

notice on line 5 each sortby is passing the full column of corresponding data.