At what time should you start to learn CLL? And in what order?
Really anytime you feel necessary. If you feel like putting enough effort to digest all those algorithms, it will only help you more.
I would learn them in groups, starting with sunes, I suppose?
sunes are good, they sune and antisune can be learned at the same time and they come up fairly often and have easy and fast algs, like niklas and sune. i learned double sune next, just because that OLL took the most time for me to do, and there are only 4 cases in it, i would learn double sune, sune, and pi first, because they are easy to recognize and the algs are fairly fast, i would use rowe's recognition tutorials and woner's or anthony's algs