Order by several meta_key

I ended up solving this by using the posts_clauses filter.

Here’s the code for future reference:

/* Products ordering */
	add_filter('woocommerce_catalog_orderby', 'custom_products_order_options');
	add_filter('woocommerce_default_catalog_orderby_options', 'custom_products_order_options');
	function custom_products_order_options($sortby) {
		//var_dump($sortby);
		//We can unset
		unset($sortby['popularity']);
		unset($sortby['rating']);
		unset($sortby['date']);
		unset($sortby['price']);
		unset($sortby['price-desc']);
		//Add option - Popularity - Our ranking
		$sortby['_our_rating_desc']=__('Sort by ranking: high to low', 'vinha');
		//Add option - Price with tax
		$sortby['_custom_price_with_tax']=__('Sort by price with tax: low to high', 'vinha');
		return $sortby;
	}

	add_filter('woocommerce_get_catalog_ordering_args', 'custom_products_order_order');
	function custom_products_order_order($args) {
		//var_dump($args);
		$orderby_value = isset( $_GET['orderby'] ) ? woocommerce_clean( $_GET['orderby'] ) : apply_filters( 'woocommerce_default_catalog_orderby', get_option( 'woocommerce_default_catalog_orderby' ) );
		//each of this options needs to be a secondary ordering factor of the other one. How?
		if ($orderby_value=='_our_rating_desc') {
			global $wpdb;
			$args['orderby']='meta_value_num '.$wpdb->posts.'.ID';
			$args['meta_key']='_our_rating';
			$args['order']='DESC';
			//I need to add _custom_price_with_tax ASC as secondary order
			add_filter('posts_clauses', 'custom_order_by_our_rating');
		}
		if ($orderby_value=='_custom_price_with_tax') {
			global $wpdb;
			$args['orderby']='meta_value_num '.$wpdb->posts.'.ID';
			$args['meta_key']='_custom_price_with_tax';
			$args['order']='ASC';
			//I need to add _our_rating DESC as secondary order
			add_filter('posts_clauses', 'custom_order_by_price_with_tax');
		}
		return $args;
	}
	function custom_order_by_our_rating() {
		$pieces['join'].=" INNER JOIN $wpdb->postmeta AS mt2 ON ( $wpdb->posts.ID = mt2.post_id )";
		$pieces['where'].=" AND (mt2.meta_key = '_custom_price_with_tax')";
		$pieces['orderby'].=" , mt2.meta_value+0 ASC";
		remove_filter('posts_clauses', 'custom_order_by_our_rating');
		return $pieces;
	}
	function custom_order_by_price_with_tax($pieces) {
		global $wpdb;
		$pieces['join'].=" INNER JOIN $wpdb->postmeta AS mt2 ON ( $wpdb->posts.ID = mt2.post_id )";
		$pieces['where'].=" AND (mt2.meta_key = '_our_rating')";
		$pieces['orderby'].=" , mt2.meta_value+0 DESC";
		remove_filter('posts_clauses', 'custom_order_by_price_with_tax');
		return $pieces;
	}