"Do I get the guide scope focused and set up first, or do I do polar alignment first?"
Dont worry about the guide scope until you are ready to start guiding, as in you have your target in frame and main camera all focused up. PA uses your main camera so as long as thats somewhat focused, start with PA.
" but couldn't get the polar alignment to work"
How do you mean?
"AA+ gave me an issue with connection to the Star Adventurer mount"
How are you connected now? Easiest method is an EQDir cable from mount directly to ASIAir, and put ASIAir in "EQMod Mount" mode connected at Baud rate of 9600.
"Plate solving is grayed out and when starting PA"
Dont worry about this at this stage. It should work when you need it, which is after setup.