I am not really sure they attached this to your house right at all. I would need to see a picture.

The board that is against your house is the ledger. This runs parallel to your house you should see it bolted in. This would be load bearing (along with your posts) and is bolted into floor joists - which are not 2x4s.

Now you can run joists that attach to your house perpendicular to 2x4s. Meaning that You would have a couple of simple attachments that space/attach the deck to your house but this is not usually load bearing - load sits on the concrete posts. I don't think this is what you are talking about.

Back to the ledger... There should be flashing over the ledger (and under above siding) to prevent water from entering your house. Also your siding should be tight to deck and caulked. See the flashing picture below.

They can pull the interior deck boards and add the flashing - make sure they do the edges too because taking down the railings on each side will be some work for them. I am not really sure about the quality of the install if they missed this though. I am not a "deck" expert and this is just common sense. Also you saying the ledger is attached to 2x4s makes me wonder. Not saying that your deck was installed wrong other than the flashing but pictures and more info would help.

Edit - There is a way to add flashing when you forgot. See picture below for an example.

You see how this has to be notched into the joists. Because the flashing is usually under the joists. Personally I would call the city and make sure this doesn't pass inspection. Usually there is flashing completely under the ledger, above the ledger, under the joists attached to the ledger... At first I was thinking about retrofitting flashing but thinking about it more makes me think this is a tear down. You paid for this deck to be done right and no matter what - unless they pretty much take everything down minus posts - it isn't really right.

1 and 2

Either the roof, or the windows and doors should be done first. The roof is a standalone item, nothing tying into that scope of work, except for the gutters, but they are still not part of that work that will tie into the progress. I would not do the gutters until the siding is done.

The logic for the windows is, since you know what the various layers are before the siding goes on, the window can be grounded out with an 2X perimeter before the new windows go back in. That way when the insulation layer goes in the exterior window trim will be in the proper plane for the siding to finish against. I am assuming the Hardie plank is 3/8" thick, 2 layers at the laps and the ground set in the area where the old window trim resided, leaving enough beyond the existing siding to butt the new insulation layer against. The window will be nailed into this 2X, giving it a solid mounting. A jamb extension will need to go on the inside. The rip of 2X can be adjusted to flush up with the insulation layer if needed.

3 Decks

If the decks are to be attached to the house, the ledger needs to be weathered (flashing set) into the side of the house before the siding is run. The deck should be through bolted into the box sill (rim joist, some call it). If it is going to be freestanding then the deck can wait

4 and 5

Added plumbing and outlets. In case the existing siding needs to be violated to install any of the outlets, or perhaps the hose bibs, though most likely not, it is good to get the location for the bibs mapped, holes drilled, just to be sure there will be no issues after the siding goes on.

6 Siding

This will be the time to inspect the exterior and make any repairs before it is covered up with siding or covered by gutters. All electric additions will be done and accommodations are made for the extra hose bibs, though not yet installed. They could be installed, it would mean a lap at the bib. Otherwise a clean hole can be drilled through the siding if it is waited on.

If you choose to freestand the decks, now is the time to get those going.

7 Gutters

Sound fascia, siding done to mount downspouts to, job done.

As a point to consider, if you go with vinyl siding, choose a good brand, go the extra mile. I have Wolverine brand, 6" beaded, solid color all the way through, thick, resembles painted cedar. I built the house in 1989. The siding is 22 years old, with yearly power washing it looks great still. I have never washed the whole house, just touched up areas where gutters are, and algae grows (the biggest offender on shady spots only).

Another point, the nailing of the siding will be made really difficult trying to go through the Hardie siding, think about removing it.

Last item, the roof does not need to be done at first, but it is a major expense as is many of the projects you are planning. If it suits you, the roof could be done at the end as well, it would be a matter of being careful of the gutters. I would not do it at the end, I just want to make a point that there is no other items that directly impact that scope of work.