TimeXtender will load text files in file order (at least when using the Business Unit approach). In practice this means order from a text file is preserved. This is not guaranteed however, so if there is no field that can be used to order the data you are depending on the current behaviour of SQL Server's bulk import implementation.
As DW_Id is a sequence number, this can be used to sort after data ingestion. It would be better if the source system can output an explicit sorting criterion as that does not depend on implicit behaviour and would be robust against parallel ingestion scenarios.
I do not know if Azure Data Factory can split the transfer of a text file across threads in a pipeline, that could result in out-of-order extraction if ADF supports that.