The trick here is method references are not objects and don't have members to access. So you can't do this:
Employee::getDept.getDepartmentName
Moreover, method references are not classes, so you can't get another method reference from them. So this also fails.
Employee::getDept::getDepartmentName
Finally, the only option that is left with us is this.
e -> e.getDept().getDepartmentName()
Try this out,
Employee empOne = new Employee("Mark", new Department("Accounts"));
Employee empTwo = new Employee("Melissa", new Department("Sales"));
List<Employee> employees = Arrays.asList(empOne, empTwo);
employees.sort(Comparator.comparing(e -> e.getDept().getDepartmentName()));
employees.forEach(System.out::println);