on my mobo and cpu, I use the hba first as theres more bandwidth. mobo sata last as one of my two nvme ports runs through chipset and chipset to cpu is limited bandwidth, roughly 4GB/s total so sata and one nvme competes for that.
if you have a cpu/mobo thats made in the last year or two you would have more speed for that interconnect and its not that big of a worry.