Personally, I did Watcher's Keep before going to Sendai and Abazigal as well. The problem with doing things in that order is that you might become too strong in the end (as there's a
lot of XP to earn in Watcher's Keep), which could make some parts of Sendai's and Abazigal's dungeons less challenging. But if you don't mind some less challenging fights, go out and do Watcher's Keep first.