There have been a number of studies on doing different modalities of training in the same day. Usually looking at weight training and cardio, but the principles will generally carry over.
Try to separate the two exercises by 6 hours; that way the effect on each other will be minimised; your muscles will have time to replenish glycogen stores. After you work out the first time make sure you eat plenty of carbs to facilitate that replenishment and eat plenty of protein to help with the muscle repair.
Doing the one you care about most fresh is ideal if possible, but if not, just fit it into your schedule as you need to.
Make sure you stay hydrated throughout the day, stretch and foam roll if you have time, as it will aid recovery, reducing the feeling of DOMS.
Try to have a day a week where you don't do any exercise and keep stress levels low; your body reacts similarly to physical and mental stress, and it needs time to relax.
On top of that I second the idea of keeping notes on how you feel and going from there. You may want to start with lower volumes on your weight workouts and slowly increase, both in line with your strength training requirements and with how good you're feeling. Eventually you will hit a point where you are just getting more and more tired, that's the point to deload for a week (only light weight exercise, maybe a bit less Krav Maga), then when you go back to it start with a lower volume and keep that going for a while. Eventually your work capacity will increase and you can add in a bit more, over and over, but it needs to be relatively slow so you don't burn out.
There are certain programmes you can do specifically designed to increase work capacity. If you focus on these for a while, you'll be able to give it more in all of your training sessions, train with precision for longer and get better faster, in the long run, if that makes sense!
The great thing about increasing your overall training volume and work capacity is that you can out work everyone else. When they're huffing and puffing you'll barely be breaking a sweat. When you're tired, they'll be exhausted! It's a good feeling!
Best of luck.