IMO its doesn't really matter how you fill them. When i did mine i filled the
sump first getting it to a level that i wanted and then i filled the
DT. After checked all plumbing and electrical one last time i turned it on. Now what you want to do is keep a close eye on your
sump. when you turn the tank on and everything will be flowing the
sump will be he one that looses the most water. Also spend a few minute running tests. i let mine run for about 10 minutes and when i was happy with the water levels i unplugged everything and watched what happened. Then i made corrections and repeated my steps. Its better to know what will happen when the power goes before the power goes out.
But to answer your question no it doesn't matter in what order you fill
