Here is the policy updated by Apple:
Apps that use a third-party or social login service (such as Facebook Login, Google Sign-In, Sign in with Twitter, Sign In with LinkedIn, Login with Amazon, or WeChat Login) to set up or authenticate the user’s primary account with the app must also offer Sign in with Apple as an equivalent option. A user’s primary account is the account they establish with your app for the purposes of identifying themselves, signing in, and accessing your features and associated services.
Here is the UI Design reference:
https://developer.apple.com/design/human-interface-guidelines/sign-in-with-apple/overview/buttons/
I am quite new to iOS development. I've heard stories that Apple has a very strict approving-system. So my question is, do I HAVE to put the Apple Login in the first place (as #2 and #3 in the image below) comparing to the rest (like Facebook, Twitter)?

It should be sufficient to just follow the guidelines and you should be fine. They generally tend to be non-ambiguous.
From the Sign in with Apple Human Interface Guidelines:
and
and
Also, you can use Auto Layout to make sure that your button appears as intended on all the supported device screen sizes.
Take your time to read thought the linked document, following the guidelines, and you should be fine.
P.S.: To answer your original question, Do I have to make the “Login with Apple” the first option to get my iOS app approved?, while Apple hasn't explicitly asked to display the Sign in with Apple as the first button, they have asked for a prominent placement. This could be open to interpretation and if the App Store review team feels that the placement is not prominent they may reject a submission on that ground.