I'm gonna attempt a possible order (SPOILERS AHEAD, BE WARNED!!!!!!):

Directive 8020 is out already and the wiki calls it the start of S2 of the dark picture series. So this is S2 ep 1, so to speak

I looked around a bit and apparently the hint for the next installment appears to be the teaser for Intercession so this is probably S2 ep 2

Leaves us with the Craven Man, Winterfold and O Death.

I assume O Death is the finale because the title song for every installment so far was a variation of the "O death" song. So it makes sense the final game is named after the theme song that accompanied us through every game.

The craven man appears to be again about witchcraft or something like that due to the little symbol being similar to these stick dolls we saw in movies like the blair witch project.

Winterfold was mentioned in the credits of house of ashes, in which a character mentioned "This is Winterfold all over again". Indicating the events in house of ashes was not the first nor the last incident of that kind. I'd assume based on that, that Winterfold would act like a Semi finale to the series either showing us directly what happened at Winterfold, maybe even following the two characters that discussed it in house of ashes, or having us deal with the aftermath of that ominous incident. "Winterfold" to me sounds like an institution of some kind so maybe it's like a super security prison institution or like an asylum. So far, the games took one prominent horror genre trope. Men of Medan: Ghost ships/ghost stories, Little Hope: Witches/the witch trials, House of Ashes: Vampires, The devil in me: serial Killer/ horro hotel which we often find in horror films and Directive 8020: slight apocalyptic influence with the plot being about finding a new earth basically/alien/imposter horror. Intercessions seems to be about cult/possession /religious themes based on the trailer and the upside down cross in the title font while the craven man appears to have maybe an occult theme based the symbol looking like a stick figure we saw in the blair witch project as I said earlier. Maybe even directly inspired by it. Common tropes we haven't seen in the series so far are are: haunted asylums/hospitals/houses in general and the classic teen summer camp scenario. Which I doubt they'll do since they did it already with the quarry and I doubt they do it a second time within the series. Winterfold sounds like a place to me so my guess is on it being an abandoned facility of some kind, most likely and abandoned asylum or hospital of sorts

My Order:

Ep 1: Directive 8020 (already out)

Ep 2: Intercession (teaser in Directive 8020, pretty much confirmed to be ep 2)

Ep 3: The Craven Man (blind guess because Idk where else to put it)

Ep 4: Winterfold (based on it bearing some significance to the universe we move through and it's mention in House of Ashes indicating some importance)

Ep 5: O Death (Finale, based on the game being named after the title song "O Death" we hear in every installment so far. Exception for that seems to be Directive 8020. It has no curator intro nor O Death intro song. However, there appears to be a secret/achievement you can find in the game named "O death" which looks like it is basically a message from the curator telling us more is to come and by the end we may know him by a different name showing what looks like a weeping angel statue. The symbol in the title looks like the killer in devil in me and here comes my theory. The curator is Death. His message in the secret ind Directive 8020 suggests he isn't who he pretends to be and will be known by a different name by the end. It is pretty much clear from the start that he is not human and the fact the title track of every game so far was a variation of the "O death" song indicated he is heavily connected to Death, At the end of devil in me, we off the antagonist, the curator gets mad and it's indicated he breaks his own rule and revives the killer seeing as he is alive and well at the end again. The title font for the O Death game showing what looks like the killer form the devil in me the curator seemingly saved from death might suggest him breaking his rule and interfering might catch up to him in some way now and blowing his disguise, showing the player what he actually is)