I see what you mean, I also find that hard to believe. I doubt we'd ever get a time to actually test this out though sadly.
So I just ran into another valkyrie and something strange happened. I recorded the video (can you share them on here?) and watched it back in slow-mo. As expected, Valkyrie's "Jealousy" passive procced when spirit host used her attack buff, it also applied when madame used her passive shield. The strange part is that my madame still attacked before my kael.
You can upload video on Youtube and put a link here.
Probably Kael has to resist Jealousy to attack first.