Hello,
I am working for HPE 7 yeard already and have ssen many things :-D
Nevertheless, datalosl after FW upgrade is a really rare thing . There is no spcific oder between the different components.
The only recommendation is to install Drivers first, and than the firmware.
You are right with the Controller Firmware - this is the latest one. You may install the latest driver first and after that, the firmware. Here is the driver: https://support.hpe.com/hpsc/swd/public/detail?swItemId=MTX_0fd4dfeb438a4358a34bfffd39