Hi,
Normally, you'd make the rough opening, sheath it, housewrap, make the copper (flashing) pan and skirt, then set the stoop, and set the door (which first doesn't matter) then place the door trim, then do the siding. You want the stone in before the trim and siding, IMO, so you can leave the proper splash space, which ideally is exposed copper, so it ages dark and fades into obscurity. You never want wood siding within 2" of the stone, or any horizontal surface.
Casey