This is not what the folks at Engine Yard told me. Between namecheap and Engine Yard I have more faith in Engine Yard's expertise though based on the moding of my comment and dcurtis's comment it looks like namecheap was the correct one here.

Snippet from a support email from Engine Yard regarding my questions of how important the order was since namecheap wouldn't let me specify an order per Engine Yard's instructions:

In the words of one of our engineers, it's importantish ;-)

Essentially d.ns.engineyard.com is the local primary, b.ns.engineyard.com is an offsite backup and e.ns.engineyard is a local backup. If you can't put them in that order don't worry to much about it, but if you can make d first that is preferable.