I've set up more saltwater aquariums than I can count, and I'll be honest - it never mattered to me. Sand first, sand later. Rock first, rock later. Water first, water later. Mix salt and water outside or inside the tank.
It all works out anyways. The most important thing is just to make sure you know how much water you actually have, so that you can add the appropriate amount of salt. Because if you don't take into account the volume of sand, you'd actually end up mixing more salt than you should. Even then, it does not matter that much, often it's just slightly more saline than you'd expect and that can be easily rectified. Rocks can change it quite a bit more though. In my last tank, I calculated that rather than being like 18 gallons of water, it was more like 13.5 gallons because the rocks and sand took up the rest of the space.
So I guess if I do have to offer a suggestion, I'd say rocks, then sand, then water, then salt. Yes even if it's live rock, it'll be fine. But if you want to be super sure, then sand, then water, then salt, then rocks only when the salinity desired is achieved. Then you just need to dispose of water as you add the rocks in.
