The levels should be specified explicitly:
A$animal <- factor(A$animal, levels = c("dog", "elephant","cat"))
A$color <- factor(A$color, levels = c("green", "blue", "red"))
Then you order by the 2 columns simultaneously:
A[order(A$animal,A$color),]
# animal color
# 6 dog green
# 4 dog blue
# 5 dog red
# 9 elephant green
# 7 elephant blue
# 8 elephant red
# 3 cat green
# 1 cat blue
# 2 cat red