Hello,
The Default sorting is a Woocommerce functionality which appears on shop or category page http://prntscr.com/jwmsmj This option is not configurable. It works with the range of products existing in the shop and sorts out as per drop-down options.
At the same time, you can configure sidebar on shop/category page where you show filtering widgets as per your needs.
1. You need to enable sidebar in Theme Settings > Shop > Layout
2. Navigate to Appearance > Widgets and add those you need into Shopping widget area.
Best Regards