Hello Akshat,
You can decide rule precedence by assigning a priority to each rule. You can read about assigning priority for your rules in firewall rule in GCP and Priority order for firewall rules.
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Yes, it is possible to connect to GCE instances using third party tools. Specifically, you must create and manage SSH keys yourself when using a third party tool, which is generally managed by GCE.
In the future, I recommend creating a separate thread if your question is not related to the ongoing discussion.