@Marco Janse, Thanks for posting in Q&A.
In General, Compliance policy settings always have precedence over configuration profile settings. If a configuration policy setting conflicts with a setting in another configuration policy, this conflict is shown in Intune. Manually resolve these conflicts. Here is a link with more details:
For Security Baseline, it is a feature which Intune is developing to make it easy to deploy Windows security baselines to help you secure and protect your users and devices.
For these policies, there's no recommended order. One way to avoid conflicts is to not use different baselines, instances of the same baseline, or different policy types and instances to manage the same settings on a device. You can configure all the settings in one type of policy.
https://learn.microsoft.com/en-us/mem/intune/protect/endpoint-security#avoid-policy-conflicts
For the settings in the policy, if all these settings are targeting to the same group, you can put them in one policy. if they are for different group, we can create different policies for them.
Hope the above information can help.
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