It is incorrect to say that the Puranas have a specific order of creation.
As far as the ‘creation’ goes, the Purāṇa is actually described as a single text of a 100 crore verses that is remembered by Brahmaji at the beginning of creation, something similar to what you describe for the Vedas and Dharma here. Similar to the Vedas, it is also described as everlasting (infra) which probably is the reason why the Srimad Bhagavatam 1.4.20 calls it the fifth Veda.
The Matsya Purāṇa Chapter 3 while talking of the appearance of the shastras says:
तपश्चचार प्रथमममराणां पितामहः। आविर्भूतास्ततो वेदाः साङ्गोपाङ्गपदक्रमाः॥३.२॥ पुराणं सर्वशास्त्राणां प्रथमं ब्रह्मणा स्मृतम्। नित्यं शब्दमयं पुण्यं शतकोटिप्रविस्तरम्॥३.३॥ अनन्तरञ्च वक्त्रेभ्यो वेदास्तस्य विनिःसृताः।
The Grandfather of the devatas (Brahmaji) first did a penance from whence came the Vedas along with their Angas (limbs) and Upangas (sub-limbs). Of all the Shastras, Brahmaji first conceived the everlasting (Nitya i.e.
without beginning or end), pure Purāṇa which consisted of a 100 crore verses. After that from his faces/ mouths the Vedas came out.
The same is also described in Chapter 53 of the Matsya Purana with the additional details about how the Purana was obtained in the current Manvantara and how it is shortened to four lakh verses by Vyasa in every Dwapara Yuga. In this regard Vishnu Bhagwan says:
At the beginning of the era after the pralaya, I in the Matysa form described this Purāṇa from within the water. Hearing that, Brahmaji told the devatas and the sages. (Verses 6-7)
Seeing the effect of time, where people begin to show nonchalance towards the Purāṇa, I take the form of Vyasa in every Dwapara Yuga and shorten the Purāṇa to four lakh verses. That same Purāṇa is then bifurcated into eighteen parts and published in this Bhu Loka. Even today this Purāṇa is in Deva Loka with 100 crore verses. The same Purāṇa has been compressed to 4 lakh verses for this world (verses 8-11)
Of the single Purāṇa, the shlokas which were distributed to many sages and devas (supra), the verses which were told to a particular entity, got the name of a particular Purāṇa when bifurcated by Vyasa. For example the Matysa Purāṇa chapter 53 says:
Earlier, the number of verses which Brahmaji taught Marichi, that became the first called the Brahma Purāṇa. It has 13000 verses.
One can see the order in which the 18 Puranas have been ‘composed’ (as asked in the following question) from : Sequential Order of Puranas and of course among them the Brahmanda Purāṇa was last.
Therefore it is incorrect to say that the Puranas have a particular order of ‘creation’, in which Brahmanda Purāṇa is the last. It is only while summarising and bifurcating the single Purāṇa into one of 4 lakh verses and dividing that into 18, that Brahmanda Purāṇa comes last.
Note: The question has asked about the order of creation of Puranas and hence I’m answering from the perspective of creation only. Not from the perspective of composition for which another question exists.
Link for Matsya Purana : Matsya Purana Gita Press