Should I first use Lr to color the raw format photos and then convert them to jpg and then use PS to retouch them, or should I directly use PScrw to retouch them and then convert them to jpg format?

There is no fixed method for adjusting the film using camera raw of PS and adjusting the film using LR. It all depends on personal preference.

After you use camera raw to adjust the film, you basically don’t need LR adjustment.

After you use LR to adjust the film, you don’t need to use raw to adjust it.

Both of these mainly depend on the film itself, and secondly on the effect you want to achieve.

Camera emphasizes professional photo processing, but LR mainly emphasizes the output of tones.

In other words, if you may need to correct more problems in the photo itself, then use camera raw.

If you just want the photo to be displayed or output with a certain effect, then use lr.

Of course, you can also use camera raw to correct some color problems in the film, and then use LR to output a photo with the style you like.

The difference between camera raw and LR:

Camera raw lies in professional photo post-processing.

Lr lies in the powerful color retouching.

So, how to choose is very subjective and depends on your purpose and your thoughts.