If you want to use the combination of ORDER BY, CASE and UNION then you should use inner query for a solution without any headache:
SELECT * FROM
(
SELECT Col_a, Col_b, 0 AS Col_c FROM table1
WHERE conditions
UNION
SELECT Col_a, NULL AS Col_b, Col_c FROM table2
WHERE conditions
) x
ORDER BY CASE WHEN Col_a='Other' THEN 1 ELSE 0 END, Col_c
