you're introducing some whole other kind of causality that has no ordinary embedding in the space and time we know

The physics we have is at least formally time-symmetric. It is actually noncommittal as to whether the past causes the present or the future causes the present. But this doesn't cause problems, as these zigzag interpretations do, because timelike orientations are always maintained, and so whichever convention is adopted, it's maintained everywhere.

The situation in a zigzag theory (assuming it can be made to work; I emphasize that I have not seen a Born derivation here either, though Hadley in effect says he's done it) is the same except that timelike orientations can be reversed, "at the bottom of the V". In both cases you have causal chains where either end can be treated as the beginning. In one case the chain is (temporally) I-shaped, in the other case it's V-shaped.

So I'm not sure how to think about it. But maybe best is to view the whole of space-time as "simultaneous", to think of local consistency (perhaps probabilistic) rather than local causality, and to treat the whole thing as a matter of global consistency.

The Novikov self-consistency principle for classical wormhole space-times seems like it might pose similar challenges.

By the way, can't I ask you, as a many-worlder, precisely the same question - does A happen first, or does B happen first?