Put this mod toward the bottom of the load order. Skyrim HD doesn't have any plugins, and thus doesn't affect load order at all.
The Elder Scrolls V: Skyrim Special Edition. As for install order, if I'm not mistaken the best course would be to install Skyrim HD, then SMIM, then ELFX, then the SMIM meshes from ELFX's optional files section. S - Refined Water Droplet Replacer for Wet and Cold or R.
