By default WordPress first checks for any must-use plugins (plugins in the optional mu-plugins folder) and loads those. So the first plugins loaded will be those located in /wp-content/mu-plugins folder
Then, if you’re running a multisite installation, it checks for plugins that are network-activated and loads those.
Then it checks for all other active plugins by looking at the active_plugins entry of the wp_options database table, and loops through those. The plugins will be listed alphabetically.
Here is info about the order WordPress loads everything: https://codex.wordpress.org/Action_Reference#Actions_Run_During_a_Typical_Request
You can learn more about WordPress plugin API here: https://codex.wordpress.org/Plugin_API/
Answer:
Update: The real solution could be a Drop-in plugin, their priority is above mu-plugins and plugins.
So if you want to load that specific plugin first, then create /wp-content/mu-plugins/ folder and copy your plugin inside it, making sure it is first in alphabetical order