A lot of us don't run CalMag, but we put the Mag Sulfate (epsom salts) in after/with the base, then add the CalNit after that.
In all honesty tho, I do it a bit different..
I use a 3-part dry salt nute, consisting of a base nute (Jacks), epsom salts, and CalNit.
From that I made a "2-part" liquid concentrate @ around 80x strength. Part A is Jacks (3:1) + Epsom Salts (1:1), and Part B is CalNit (2:1)
Next I take a new large container (or a pre-res, if you will) of RO and add sufficient amount of Part A to hit an EC number at or above your final desired EC. Then add an equal amount of Part B. At this point, the goal is to have a concentration that is approx 2x the desired final EC. This is the "nute concentrate".
Then I take another mini-res full of RO water, and add Si to approx double my desired Si ppm. Let sit for 30+ minutes if possible.
Finally I will take these two mini-res (one with nute concentrate and one with Si water), and mix them into my res at whatever ratio I need to achieve final desired EC. At that point my Si ppm is only like 60, so they can play nice together without the risk of cloudiness.
Also at the end I add a bit of Fulvic Acid and Seaweed, and perhaps a hit of PK boost.