I respect this toroid is a huge hurdle, but success is sweet. These windings make this receiver bring signals cleanly into your ears. if it makes you feel slightly better, I did mine twice from my 80m QCX+.
There is no right or best technique, but the electric and magnetic fields require all those windings to go the same direction. So think in you mind they are continuous, just broken into sections. Now as for how to do it - find what works for you. Vital that you can clearly see the windings to get them to the proper spot - the nice picture in the QCX+ manual helped me to figure this out, and those lines on the board identify the mounting holes for the separate windings - and the two holes without the line service the single long winding.
Yes its recommended to do this winding first. If it helps, wind the other toroids first and set them aside - then go for it, This transformer with its 4 different windings is a key element of why this receiver sounds so wonderful.
Sit back and enjoy the build. if you already have a rig, be patient in working this one. as needed, the gang here can even inspect your work if you supply a clean picture - but I suspect when you work matches Hans picture you should be just fine.
73 curt wb8yyy