You cannot sort by a bare anonymous sub. See sort:

sort SUBNAME LIST
sort BLOCK LIST
sort LIST

sort wants a BLOCK or a named sub.

But you can do either of

        for my $rec ( sort { $sortby->() } @{$dns_records{$_}} ) {
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and

        local *sortby = setsort($_);
        for my $rec ( sort sortby @{$dns_records{$_}} ) {
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As for the error message:

Array found where operator expected at ./sample.pl line 5, at end of l
+ine
        (Missing operator before ?)
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- this means that sort treats the anonsub as pertinent to the items to be sorted, and perl complains about the missing comma between the sub and the following array.