See thats how it is when you comes to sorting.
When you say Descending then state values will be used to order and show under widget.
Now if you still want onhold to apprear first then you will need to set Resolved at lower order.
Eg: right now resolved - 6 , on hold - 3 and in progress -2
So when you set to descending the 6 will come first which is Resolved, you can change the value to something like 1 but less than 3 so that resolved incidents will go at lower side . I will not recommend this just to have this behaviour under this widget and impact of doing this is instance wide.
There is also other option by just by not considering resolved incidents under 'My Open Incidents' which can be done by adding same in filter condition at same location like below:
and then you will have on hold at top
if this is OOB widget instance then open 'My Open Incidents' from table 'sp_instance_vlist'.
here under Fields on list , appearance
In order by set that to 'state'.
You may need to add these fields from form layout if not visible.
once you set to order by to state , retest on portal
