I’ve found diverging instructions on the ’net about this.
To recap: SATA with the 4-pin Molex (white) power plug is not hot-pluggable, but either the wide connector or the separate (15-pin power and 7-pin data) connectors are.
However, in which order do I plug the cables in? Asrock says to connect first the data cable to the mainboard, then to connect, in this order, the power cable, then the data cable, to the drive. Another hardware guide says to connect the data cable first.
It’s surprising that a definitive answer on this is so hard to find.