Can you just develop "you shouldn't put a counter to your second pick as third..." does it make a difference if its 4th for example ?
Yes, absolutely. You use counters to avoid the opponent to take valuable positions on early game. So you probably wanna pick counters likely to block your ennemy's expansion. If you put a counter to one of your picks as your main 3, you're just wasting a pick that could be used in a another place in case you take both provinces.
If you're pretty sure the ennemy will go there, just put is as fourth and it's likely that you'll be able to avoid him taking the bonus.
Worst case scenario, you take your pick in the bonus and it's counter because you lost another pick, but that's the worst case scenario, if you pick a bonus and it's counter as 2nd and 3rd, it's likely that you get both, and that's bad if the picks don't assist each other very well.
The only exception to this rule is then an FTB or a combo, then it's good to pick a bonus and it's counter as the picks can assist each other.