I know you want to watch Apo bc of Jeanne, but the show is honestly not all that good. It's generally considered average by most people, and while there's no reason to not watch it eventually, there's definitely other things you should watch first.
Watching "First Order" is okay, but again don't expect anything great. It's an okay adaptation of the beginning of the game, and helps you enjoy+ understand Fate/Grand Order: Babylonia (a good Fate anime, but that's not for now), but that's it. Really not sure if you should pick this either.
So here's the deal. Go and read the Visual Novel!

Join Marmy and have fun, I think you'll like it. You could even skip the UBW route now that you've watched the anime. I think it would still be worth it bc of some changes, but you wouldn't miss that much if you want to save time or something.
Now please join Marmy, and make both of us happy

Me or Marmy can tell you how to get it easily, no worries there.
If you really, really don't want to do that... I suggest you can go and watch the Heavens Feel movies. Only 2 of 3 are available atm, the last one got postponed bc of Corona, but it's still very much worth your time, I promise. Illya gets the short stick in this adaptation, she's sort of the second heroine in that route, but bc of length they had to cut some of her scenes - Outside of that though, it's a really good adaptation.
So there's your alternative if you don't wanna try the VN...
After that it's okay to watch Apo, though if you like Illya you could also watch Fate/Kaleid Liner Prisma Ilya. It's quite entertaining and a good adaptation until "Drei", at which point I would recommend switching to the manga. Oh, but only watch this if you're okay with some loli fanservice and yuri stuff (ofc you have nothing agains the latter haha), this part bugs some people.
Anyway, my message: Read the VN (now I will stop annoying you about this, I promise

)