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What you have here are two sockets connected to the same port on the loopback interface and a capture on this loopback too, using a multicast path through the network stack. All this is highly Operating System dependant, so not really a question on Wireshark, but more on the implementation details of the network stack in the OS.
So, in this context, to come back to your question: yes, it is possible to have different order between the capture and the received data.
