I am unable to style sort icons by CSS when some headers are with wrapped text.

IMO problem is, that div.z-column-sorticon is inside div.z-column-content instead of th.z-column z-column-sort (on the same level as column content).
If some of text in column header needs to be in two rows, than position of sort icons differs (sort-icon-problem.png).
If they were on the same level, their position would be absolute to TH element, thus the same no matter what height the column header is.