Currently I'm paused at Bozja at clearing Delubrum for story. I'm just working on my SMN's weapon just to see what it looks like. I have other things going on.
The order I intend to do relic weapons is Bozja -> Eureka -> ARR & HW. I'm actually worried that Bozja and Eureka zones may eventually empty and no one will do them anymore at some future point in time so it's not something I want to sleep on. However ARR, HW(and even EW) relics will always be there so I can pursue those relics at any time I wish.