#entityQuery

This probably will not help 5½ years later but you were almost there— for entityQuery's purposes the column is not the full column name as it appears in the database table but only the part not redundant with the field name— so in the original post's example the field plus column indicator is not field_date_range.field_date_range_end_value but rather field_date_range.end_value, used like this:

  ->sort('field_date_range.end_value');

This does not seem documented for sort() nor condition(), at least not in the docblock, and it really should be i think.