Thanks for inviting.
I am not fully understand your question. you want to sort entities in DEPhysicians? or DEPatientVisits?
If you are try to get DEPhysicians inline expand DEPatientVisits, and want sort entities in DEPatientVisits by VisitDate, you can try:
locolhost/FalconCPDataService.svc/DEPhysicians?$format=json&$expand=DEPatientVisits($orderby=VisitDate desc)
If you are try to sort entities in DEPhysicians according to DEPatientVisits\VisitDate, then, just as the answer from @tanjinfu, DEPatientVisits should not be a collection. Otherwise, which VisitDate of entry in DEPatientVisits you want to used to sort?