What should one do who missed the Asr prayer and the Maghrib prayer has been established; and with which of them should he begin?

If you miss the Asr prayer until the Maghrib prayer is established, then it becomes a missed prayer and must be made up before the Maghrib prayer, unless the time for Maghrib becomes so short that it is only enough to perform the Maghrib prayer, in which case the Maghrib prayer is prioritized. The time for Maghrib extends until the disappearance of the red twilight.