I want to update our ZfD 4.0 that is running on NW6.5 SP1 servers. I would
like to update the Zfd to 6.5 SP1a and also update the NW6.5 to SP3.

Which is the best order to do the installation? Should I update the Zen or
NW first?

I was thinking of doing NW6.5 SP3 last to get all the OS files updated after
the Zen.