How to sort List with Comparator to sort null value properly?

What I trying to achieve is sorting a list with two conditions, I want to sort based List that inside my object and when it's null I want it sorted at last.

Here is what I do, here is my UnAssignedSoResponse.java object :

public class UnAssignedSoResponse {

    public Double cbm;

    public ShipmentAddressGroupingResponseHdOnlyDto shipmentAddressGroupingResponseHdOnlyDto;

}

and here is how my code in the service look like :

List<UnAssignedSoResponse> unAssignedSoResponse = ObjectMapperUtils.mapAll(salesOrders, UnAssignedSoResponse.class);

    unAssignedSoResponse.sort(Comparator.comparing(u -> u.getShipmentAddressGroupingResponseHdOnlyDto().getShipmentGroupName()),Comparator.nullsLast(Comparator.naturalOrder()));

above my variable unAssignedSoResponse is a list, and I want it to sort based list that named shipmentAddressGroupingResponseHdOnlyDto, sometimes shipmentAddressGroupingResponseHdOnlyDto is null, I want to set null at the last of the list. but I got an error in "sort" underlined red if I write something like above, the error is :

The method sort(Comparator<? super UnAssignedSoResponse>) in the type List<UnAssignedSoResponse> is not applicable for the arguments (Comparator<UnAssignedSoResponse>, Comparator.nullsLast(Comparator.naturalOrder()))

if i want to sort based the shipmentGroupName, i can do something like this :

        unAssignedSoResponse.sort(Comparator.comparing(u -> u.getShipmentAddressGroupingResponseHdOnlyDto().getShipmentGroupName()));

How do I sort null safe over there?

UPDATE :

i update my code as Louis Wasserman answer to something like this :

    unAssignedSoResponse.sort(
        Comparator.nullsLast(
            Comparator.comparing(
                u -> u.getShipmentAddressGroupingResponseHdOnlyDto(),
                Comparator.nullsLast(Comparator.comparing(d -> d.getShipmentGroupName()))
            )
        )
    );

there is no error, but my list won't sorted the null at last ArrayList and it won't sort at all, what did i missed?

unAssignedSoResponse.sort(
   Comparator.nullsLast(
      Comparator.comparing(
        u -> u.getShipmentAddressGroupingResponseHdOnlyDto(),
        Comparator.nullsLast(Comparator.comparing(d -> d.getShipmentGroupName())));

All you need is to use nullsLast.