If I use a brace and a redirect, which happens first.

Brace happens first. The full attack sequence is well described here: https://community.fantasyflightgames.com/topic/181567-do-you-have-questions-about-attacking-defense-tokens-and-critical-hits-read-this-first/

I go over this in my Critical Effects videos. As well as my attack videos. Last link in my signature. Enjoy!

Well, if you just think about it logically, brace HAS to happen first. Because you couldn't redirect two damage, then retrospectively brace it down to one and bring your shield back up.