Always apply the primer first. The point of the primer is to provide a uniform base for your paint, to improve paint adhesion, to help check for flaws, etc. Applying the primer over the pre-shading will completely cover it.
The purpose of pre-shading is to provide color variation by breaking up the monotonous main color. The technique involves applying your main color over the pre-shading so that the pre-shading shows through just a little bit, providing a subtle variation in color.
I don't build cars much myself, so I don't know how they do it (or if they even use this technique). But for aircraft, it seems pointless to apply pre-shading that is the same color as your main color--it would not provide any variation. Perhaps one of our car builders could chime in on this.
Many aircraft builders will pre-shade the panel lines with black. So when they apply the top color (be it olive drab, camo, whatever) the panel lines will appear darker than the rest of the model. That's assuming they don't apply the top coat too heavily and completely cover the pre-shading so that it doesn't show through.
I personally don't use the technique, but I have seen it done (and overdone) many times.
Hope this helps.
Chris