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You can lay the entire patio and retaining walls on the same base. You might consider keeping the patio at the same level as the lawn and adding another step by the house. You'll save a lot of material and labor laying the short retaining wall. The most time intensive course if the first one, the base course. Sounds like at best you'd be laying one or two courses with a cap stone. Cap stone is expensive too. If you've got top soil where the lawn is now, you'll need to excavate that to solid clay for the best footing for your patio. At least 6" to 8". If you find clay 4" down, you could then build up 6" from there with base, add bedding course and the brick and be three to four inches above your lawn grade. In this case I'd then add top soil and blend the existing lawn to your new patio grade, skipping the retaining wall.
Your steps will be built out of retaining wall stone and cap stones for the treads. You really won't use pavers to build the steps unless you have a larger stoop in which case you would lay the pavers in the stoop area. You would build your steps/stoop first and then lay your patio. You'll need to make your calculations on where to set your first stone, so take some time figuring out your finished height before you set the first one since everything else will be based on it.
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