Order of Cloud and Local Device Actions Combined in Scripts and Automations?

Over the past few months, I have gradually transitioned from Alexa to Home Assistant. However, there are still a few devices without HA integrations that I have to control through Alexa. As a workaround, I create Alexa routines to toggle these devices on/off, and trigger these routines through Home Assistant using the Alexa Media Player integration.

When combining cloud and local Zigbee devices together in scripts and automations, does the order of actions impact latency and responsiveness?

As an example, in my entry room I have two lights: a Zigbee overhead ceiling light paired via ZHA, and an Echo Flex night-light which has to be controlled via Alexa Media Player. If I want to toggle on both entry lights via a script, would it make sense to sequence the night-light first, or the Zigbee light?

I would think it makes sense to initiate Alexa Media Player first in an automation since the cloud request will inevitably take longer to execute, and then trigger the local Zigbee device(s) after. Thoughts?