I would do the pre-slope first. Then install the liner, then the cement board. Keep it about 1/2" to 1" off the liner.
Remember that you don't nail/screw the cement board where it covers the liner. The final mud bed will hold the cement board in place. You should also do the mud curb at the same time as the final mud bed.
On a side note, our plumbing code here has been revised to allow plastic water lines. Apparently they're much easier to work with, much lighter, and cost about 1/3 to 1/4 as much as copper. Every house I've worked on this year has made use of the plastic lines.
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The top ten reasons to procrastinate:
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