There's a thing you should take into account when you go for the valley of mines first. After you completed it a certain group of powerful enemies will start to appear in Khorinis and some of them even roam the island searching for you. Make no mistake, these guys are going to raep you good when you don't have the Jharkendar XP (and even if you have that they might be rough on first contact).
So you will be sneaking around a lot and have to tiptoe around those guys scattered all over the island to solve your leftover quests, or you will have to cheese them one by one. There are also some obnoxious semi-permanent debuffs (dispellable via quest) involved.
So I would actually go to Jharkendar first, the game wants you to do that, the content is right for your level and if you go there in chapter 3 you will faceroll most of the content, making it rather boring. The feeling of scrambling in VoM and the chapter 3 difficulties is an interesting experience, but I would not recommend it during your first playthrough. NotR tries to kill you hard enough without making it complicated yourself.
If you don't know how to get to Jharkendar, try to solve the "Missing people" quest. You can progress to chapter 2 without gimping anything by the way, you even need it for Jharkendar. No need to skip that dialogue for now, just avoid entering chapter 3 (finishing VoM) before you are ready (to get dumpstered).