I got this to work by setting an alias:
SELECT DISTINCT MRNumber,PregnancyID,Encounter FROM (SELECT 'T' AS Type,MRNumber,PregnancyID,Encounter FROM OBTriage UNION SELECT 'A' AS Type,MRNumber,PregnancyID,Encounter FROM OBAdmit) as uquery
ORDER BY MRNUMBER,PREGNANCYID,ENCOUNTER
If I remove <as...