The name sort_key in the body of the lambda will be looked up when the function is actually called, so it will see the value sort_key had most recently. Since you are calling sort immediately, the value of sort_key will not change before the resulting function object is used, so you can safely ignore the warning. To silence it, you can make sort_key the default value of a parameter to the lambda:
results.sort(key=lambda k, sk=sort_key: get_from_dot_path(k, sk),
reverse=(order == -1))