Why do you want to leave an order? It doesnt really matter where you belong, its mostly for quest with fortress, best crossbow in the game, decent gear-depending how far you are in the game and a few extra knight tier troops. You can create any order as long as you fulfill their requirements(honor, renown, qualis gem, specific city/companion, relations). Then you can train them through your steward. Its prefectly fine to join raven spear, create dragon chapter in some castle and then train knights of the lion because you just got sarleon. Every order will be underpowered and weak compared to your custom knighthood order after training them for 500 days or so. It all depends on time you are willing to spend training and gearing them. For fast results you should stick to one faction and their lords, train their main knights and enjoy their power. If you can afford to wait 500 or so days training, grinding etc. then go for your custom order. After that, they might even compete against noldors.