yeesh thats a quandary alright
i think it depends a lot on the thickness of inner liner if your using very thin i dont see much problem at all doing it either way. But the question is how thick of a liner can you get away with before wrinkling inside I would tool a bit of scrap and run some quick tests to see if forming after gluing would cause wrinkling.
you may also want to think about skiving you outer piece along the bend before gluing in the liner , that may help reduce the problem with liner wrinkles and softening of the tooling impressions both are caused by the leather bunching up and or stretching out.
I would also love to find out your progress i have a slim Jim to make for my dads old shooter also but I've never lined them shh don't tell the guns they think they are nice and comfy living in the rough.
anyway i tool very deep then form my unlined holsters because you lose some impression when forming around the bend, i expect it and tell my customers to expect it as well.