How do I alter the order used to load JavaScript files?
I'd set it up like this:

highcharts:
  css:
    theme:
      highcharts/css/highcharts.css: {}
  js:
    highcharts/highcharts.js: {weight: -400}
    highcharts/modules/exporting.js: {weight: -29}
    highcharts/modules/data.js: {weight: -28}
    highcharts/modules/drilldown.js: {weight: -27}
  dependencies:
    - core/drupal
    - core/jquery

charts:
  js:
    js/hc.js: {}
  dependencies:
  - mymodule/highcharts


Then add the library mymodule/charts.