Used to tell my students "The only silly question is the one you think of in the exam hall". I would have to add here the one asked in JetBlast expecting a rational answer, but we are not there.
I would only add that you must do the ATPL theory after achieving the PPL but before the CPL or IR skills test. Except for the PPL being the first thing, and needing 150 hours to start the CPL, then the order of rest is in fact entirely up to you.
All commercial and IR training including groundschool, and I think MEP as well, must be at an approved FTO. The PPL, night and (if you do it) IMC can be at a registered training facility.
There are other schools that do all modules,
including the ground school (I used to work at one). As far as I am aware it is only Cabair, Oxford and BCFT (my old employer, who are of course the best
) plus possibly one in Coventry still, although I am not sure who is still doing what there. Moste others will help you arrange all modules, although they send you elsewhere to do the groundschool and perhaps some hour building.