In this paper, we study geodesics of left-invariant sub-Riemannian metrics on the Cartesian square of a connected two-dimensional non-commutative Lie group, where the metric is determined by the inner product on a two-dimensional generating subspace of the corresponding Lie algebra. It is proven that the system of equations for geodesics of such a sub-Riemannian metric is not completely integrable in the class of meromorphic functions. Important qualitative characteristics of the corresponding geodesics are found, thus proving the complexity of their behavior in general.