I don't think that's correct as you're again treating it like a standard query. You're adding a subquery to the ORDER BY clause so it's not the same as just running a regular query. I think something like the below might work purely based off your own code, but I did not test it.
Code:
( SELECT FIELD(sub.`plan_id`, 14,35,34,33,32,31,17,16,15,11,29,28,27,13,26,25,12,9,10,8,24,23,7,5,18,30,21,20,3,1,19,2) AS pid
FROM `#__cbsubs_subscriptions` AS sub
WHERE sub.`plan_id` IN (14,35,34,33,32,31,17,16,15,11,29,28,27,13,26,25,12,9,10,8,24,23,7,5,18,30,21,20,3,1,19,2)
AND sub.`user_id` = u.`id`
AND sub.`status` = 'A' ),
ue.`cb_region` ASC,
ue.`cb_country` ASC,
ue.`cb_state` ASC,
ue.`cb_city` ASC
Might not work if they've more than 1 subscription though so might need to add LIMIT 1 to the subscription query.
Code:
( SELECT FIELD(sub.`plan_id`, 14,35,34,33,32,31,17,16,15,11,29,28,27,13,26,25,12,9,10,8,24,23,7,5,18,30,21,20,3,1,19,2) AS pid
FROM `#__cbsubs_subscriptions` AS sub
WHERE sub.`plan_id` IN (14,35,34,33,32,31,17,16,15,11,29,28,27,13,26,25,12,9,10,8,24,23,7,5,18,30,21,20,3,1,19,2)
AND sub.`user_id` = u.`id`
AND sub.`status` = 'A'
LIMIT 1),
ue.`cb_region` ASC,
ue.`cb_country` ASC,
ue.`cb_state` ASC,
ue.`cb_city` ASC
This is probably going to be pretty bad performance though. It'd actually be better to create a field in CB > Field Management to hold their plan index value. I recommend using an integer field. You can then hide it from profile edit using CB Conditional or CB Privacy. Next within your plans using the CBSubs Fields integration set whatever order index you want for each plan in those plans field settings. Now you'd just order your userlist by that field and not need a subquery at all, but you'll need to update the database for all existing subscribers. So for example you'd have the following within your plans.
Plan 14
Integrations > Fields
Field: cb_planindex
Operator: Set
Value: 1
Remove value on plan deactivation: Yes
Plan 35
Integrations > Fields
Field: cb_planindex
Operator: Set
Value: 2
Remove value on plan deactivation: Yes