Should I marinate or dry-brine a steak first?
The only reasonable thing to do if you must do both separately is to start with a nice long brine and finish with a relatively short marinade.
If you start with the marinade, you run too much risk of any lingering acid/enzyme destroying the proteins during the long brine that follows. There's also the chance that any flavor imparted by the marinade would end up drawn off or diluted by the brine.
That said, I think you're going about this in the wrong way. Brining is a great technique for thick pieces of meat—big bone-in cuts, whole birds, that sort of thing. The main purpose of the brine is to keep them from drying out over their longer cooking time.
Thinner cuts, including steaks, cook much faster and are less likely to dry out. They also don't need a very long brine to be ready to cook. If you're finding your steaks that you've salted for a full day are tough, it's possible you're dry brining them for too long.
Of course, this is all going to vary by cut and thickness, but the indicators to watch for with steak are that after you salt it, the surface becomes visibly wet for a while and then that visible wetness goes away. When it looks dry again, that's how you know that the salt has penetrated fully, because the osmotic pressure has changed enough to allow the juices to be pulled back into the meat. This should only take about 45 minutes at room temperature. If you really need or want to do this overnight or the day before, I would try to make sure you keep it refrigerated from the start of the brining period and don't take it out of the fridge too early.
Continuing to salt a steak past this point seems to get into the realm of curing or preservation. That's all well and good if you're making corned beef, but it seems like a waste of a steak if you ask me.
As far as getting the tenderness you want, other avenues to explore are buying different cuts, looking for another butcher that may be of a different quality, alternative cooking methods.
But if it's the case that you're already buying the right cuts from the right butchers and cooking them the right way, then maybe you'll get some additional benefit from a marinade—in which case I'd do it after brining.