user_lastname is not one of the orderby values supported by WP_User_Query.
I can’t push it live now, but by the weekend (as of version 1.5.2) you will be able to sort by last name via the following:
[userlist meta_key="last_name" orderby="meta_value" order="ASC"]
In the mean time (the time it takes for me to traverse the Atlantic ocean) you can filter the query via pre_user_query which is your chance to modify the user query, much like pre_get_posts does for post queries.
function kia_sort_by_last_name( $query ){
if( isset( $query->query_id ) && $query->query_id == 'simple_user_query' ){
$query->set( 'meta_key', 'last_name' );
$query->set( 'orderby', 'meta_value' );
$query->set( 'order', 'ASC' );
}
}
add_filter( 'pre_user_query', 'kia_sort_by_last_name' );
