My question is which one
should be connected closest to the wall plug?

(At the risk of starting another "run or walk through rain" controversy

Series AC impedance (unlike DC resistance) is minimized by ordering the
segment impedance to increase towards the load. So put the 14/3 after the
12/3 if you want to be perfect about it. But the AC impedance effect is
trivial in this situation, so it doesn't really matter.