Hey,
Set asides are updated during the upkeep phase which comes after your draw phase and before your prep phase. The one exception to this being characters returned from the set-aside area return during the prep phase. So unless the set aside character is coming back, the set aside must happen before the fortress.
When you have multiple things happening during the same phase the player whose turn it is gets to choose their order.
Tschow,
Tim "Sir Nobody" Maly