State and Federal refunds come separately from 2 different tax agencies doing their own thing. It's not possible to know which one will come first. If they do happen to arrive on the same day, it would just be a coincidence. But even then they would be separate--not combined--since they come from 2 different places.
If you efiled, be sure both returns have been accepted for processing. Then use the tools below to see the status of your refunds.
Check status of a Federal refund:
https://www.irs.gov/wheres-my-refund
FAQ: How do I track my state refund?
https://ttlc.intuit.com/community/refund-status/help/how-do-i-track-my-state-refund/00/25571