You have to be storing them outside a traditional filesystem to not have filenames, so the way you keep them ordered depends on what your storage mechanism is.
For example, you could store them in a Set object in many programming languages, one that preserves insertion order. Or you could be extracting them one by one from a tar file that has blank filenames stored in it.
For the Set example, where would the insertion order come from? For the tar file, the tar file would be larger than the input file it's supposed to be "compressing".
The whole point of the filename discussion is that it's a trick to "compress" the data, such that the sum of the file size of the input files is smaller than the file size of the decompressed output file.
Neither of your ideas work with this.
In terms of just transferring the files in order, then you need to delineate the start and end of each file, which will take more space than the byte you are removing. Same with the tar file.
