You're on the right track — nLite does expect hotfixes to be integrated in the correct chronological order, typically by issue date. However, nLite itself doesn't automatically sort them that way; it sorts by filename, which can be misleading when using just KB numbers.
Here’s what you can do:
Use a hotfix sorting tool like WUD (Windows Updates Downloader) or RyanVM’s Update Pack, which provides hotfixes in the right order.
Rename the files by prefixing them with the issue date in YYYYMMDD format (e.g., 20070410_KB927891.exe).
Sort the files manually in a folder by date (based on your renamed format), and feed them to nLite in that order.