Execution order of RegisterTestFixture does not work. DUnitX executing test cases randomly. How do I determine execution order of the tests in DUnitX?
According to your comment you are doing some sort of integration testing which is totally fine to do with DUnitX.
However also integration tests should be self contained and not depend on other tests or their order. For tests on a database you usually have code in setup to prepare the data you want to run tests with and teardown to revert the database to a known state (if the database supports transactions that is usually a way to use them).
The setup and teardown code or parts of them can reused across several tests that do different tests on the same data.