doc: clarify Worker exit/message event ordering

Motivated by the fact that getting this wrong has led to flaky
tests in our test suite.

Refs: #31637

PR-URL: #31642
Reviewed-By: Gireesh Punathil <gpunathi@in.ibm.com>
Reviewed-By: Colin Ihrig <cjihrig@gmail.com>
Reviewed-By: James M Snell <jasnell@gmail.com>

doc/api/worker_threads.md

@@ -582,6 +582,8 @@ exited by calling [`process.exit()`][], the `exitCode` parameter will be the
 passed exit code. If the worker was terminated, the `exitCode` parameter will
 be `1`.
 
+This is the final event emitted by any `Worker` instance.
+
 ### Event: `'message'`
 <!-- YAML
 added: v10.5.0
@@ -593,6 +595,9 @@ The `'message'` event is emitted when the worker thread has invoked
 [`require('worker_threads').parentPort.postMessage()`][].
 See the [`port.on('message')`][] event for more details.
 
+All messages sent from the worker thread will be emitted before the
+[`'exit'` event][] is emitted on the `Worker` object.
+
 ### Event: `'online'`
 <!-- YAML
 added: v10.5.0