Which should be replaced first?

Why are you so concerned about the brakes? Is there a vibration when you stop? New pads and even new rotors won’t improve braking performance significantly. You don’t need new brakes for thousands of miles and perhaps several more years. Rotors can be measured, and if they are within specs leave them alone until and unless you have a braking problem.

Fix the shocks. If you must spend money take a look at your tires. Winter tires will do more for you stopping in bad winter weather than new brake pads and rotors.

Heck, do one front btake and one shock, and you can quit worrying about nothing!!

According to the dealership who did the inspection, that missing bushing on the top of the shock isn’t dangerous, just noisy. I was kinda shocked I figured they would tell me they needed to be replaced right there and then, but they didn’t.