If I target Lonely Poro and another unit with Piercing Light, do I have to target Poro first in order to not trigger its Deathknell?

No, Lonely Poro's Deathknell will not trigger in this scenario, and changing the order of targets in Piercing Light will not change this outcome.

Lonely Poro's Deathknell will trigger if it dies while "alone" (meaning no other friendly units are at its battlefield at the moment of death). Because Piercing Light deals all its damage as part of a single spell resolution, the game does not check for lethal damage until the spell has finished resolving.

Here is the sequence of events:

1. Resolution: Piercing Light resolves. It deals 2 damage to the first target and 2 damage to the second target.
2. Lethal Check: The game checks for lethal damage on all units simultaneously.
3. Death: If both the Lonely Poro and the other unit are dealt lethal damage, they are both marked to die at the same time.
4. Condition Check: Because both units are marked to die simultaneously, the Lonely Poro is not "alone" at the moment of its death—the other unit is still present at the battlefield when the death event occurs.

According to FAQ 373, Lonely Poro only triggers if there were no other friendly units at the battlefield when it died. Since the other unit is still present at the battlefield when the Lonely Poro is marked for death by the spell, the "alone" condition is not met, and the Deathknell will not trigger. Changing the order of targets within the spell does not change the fact that both units are processed for lethal damage at the same time.