I have a select including a UNION, so to join records from two different results.

If I execute each select individually, this works ok on the order.

When they are combined in the UNION, the order is completed mixed up.

Are there any specific guidelines I would need to watch for when doing that?

I have done that before and never saw such reaction. When I execute the same command in SSMS, I do not have the problem. So, it is somekind of relation when being executed with the SQL Client data provider.