The same two things started in one JVM, in both orders (a separate JVM for each).

direct-first (ONNX Runtime created by my code, then DJL):
  Caused by: java.lang.IllegalStateException: Tried to specify the thread pool when creating an OrtEnvironment, but one already exists.

djl-first (ONNX Runtime created by DJL, then my code):
  both started