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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