Everyone applies their makeup in a different order, and for the most part, it doesn’t matter except for your foundation. Have you ever perfected your mug and then put eyeshadow on only to find it all over your face? That’s commonly called “fallout” and it’s especially common with cheaper eyeshadows.
Instead of wiping off your makeup and starting over, apply eyeshadow first and then wipe your face with a makeup wipe to remove any fallout. After your face is clean, you’re free to perfect with foundation and concealer.