Will God ever act unfairly despite being sovereign?
No. Although God is sovereign and can do whatever He wants, being righteous and holy, He will never act unfairly or unrighteously. Scripture answers the question "Is there unrighteousness with God?" with "God forbid." He sovereignly shows mercy and compassion on whom He chooses, but never unjustly.
Les teaches that in Romans 9, from verse 14 to the end of the chapter, Paul addresses the sovereignty of God. God can do whatever He wants, but because He is the righteous, holy God, He will never do anything that is unfair. Les stresses that we must constantly keep in front of us that God will never be unrighteous and will never treat somebody unfairly. When Paul asks, "What shall we say then? Is there unrighteousness with God?" the answer is "God forbid." God declares to Moses, "I will have mercy on whom I will have mercy, and I will have compassion on whom I will have compassion." So it is not of him that willeth, nor of him that runneth, but of God who showeth mercy. Les notes that for believers this is not a problem, because we can look back and see we were chosen from before the foundation of the world; for the lost, they are still on the other side of the door, looking at "whosoever will may come." He also relates an account from William R. Newell, who encountered a man in Michigan claiming that if he was elect he had nothing to worry about, and if not, nothing could be done. Newell told him to wake up, that what he needed to worry about was what he would do with the gospel—believe it and be one of the elect, or reject it and go to his doom.