UE4 UMG UUserWidget: Which fires first, NativePreConstruct or Blueprint PreConstruct?

Short answer, NativePreConstruct fires first. NativePreConstruct then fires Blueprint PreConstruct.

Practical answer and probably why you googled what you googled to arrive at this page:

UUserWidget::NativePreConstruct directly calls UUserWidget::PreConstruct which means if you follow the common paradigm of calling Super when overriding NativePreConstruct:

function UThing::NativePreConstruct()
{
    // Typical to call Super first, this invokes the Blueprint PreConstruct
    Super::NativePreConstruct();
    
    //Do stuff here
    Blah();
    Blah();
    Blah();
}

What will happen is the Blueprint PreConstruct of your Widget will get called before the meat of your NativePreConstruct implementation. Something you should keep in mind. You can freely do the following to reverse the order:

function UThing::NativePreConstruct()
{
    //Do stuff here
    Blah();
    Blah();
    Blah();
    
    //Then call Super, which will then call the Blueprint PreConstruct    
    Super::NativePreConstruct();
}

This will ensure that your User Widget's Blueprint PreConstruct runs after the meat of your NativePreConstruct.

Now this may have been incredibly obvious to most people, but not explicitly knowing this caused me a slight enough annoyance to write a blog post about it.