Explanation:

To retain the parent-child relationships between cases, both parent and child records must be migrated in the same data load, or in a way that ensures the parent case IDs are available when child cases are inserted.

Why this approach works:
🔗 Maintains relational integrity: Child cases need a valid reference to their parent case.
🧩 Avoids orphaned records: Migrating separately can break links if parent IDs aren’t available.
⚙️ Supports external ID mapping: If using external IDs, you can load both sets together and link them correctly.

❌ Why not the others?
A. Migrate child cases first
Parent case references won’t exist yet — breaks relationships
B. Migrate parent cases first
You’d still need to re-link child cases later, adding complexity and risk

🔗 Reference:
Salesforce Data Import Best Practices– Salesforce Help
Parent-Child Relationships in Data Loader – Salesforce Documentation