In the end, it doesn't really matter, but it might. Chances are that no matter which direction we go, we won't find food and thus we won't even bother testing Worker versus Settler as our first build item and will just build a Worker first.
So, while it should be a quick decision, if there is one location that will reveal food and another that own't reveal food, this decision could have a big impact on how we will play out the following turns.
Thus, we could say "let's just get a move on and move SE," but if by doing so we don't find food, whereas if there is food on the square revealed by moving S or SW, then moving SE could make the next turns go really quickly without needing any testing by cutting out Settler-first as a possibility, while EDIT (typed SE when I meant SW): SW or S, if it does reveal food, puts Settler-first squarely on the table of possibilities.
So, while I'm tempted to just say "make a quick decision and live with it," it's a decision that could have a big impact, potentially big enough to alter the course of our game.
One option is to simply settle the Settler on the Stone before moving the Warrior.
I'm pretty sure that we're agreed we're settling on top of the Stone. We could then see if there is additional food revealed in the fat cross, and if there is, then a move SW or S with the Warrior would be more advisable.
If, on the other hand, by settling on the Stone, no further food is revealed, then all bets are off in terms of revealing squares that aren't revealed by moving to the Marble and we might as well just explore SE, since my theory about the possibility of food appearing in a square not visible from the Marble would hold a lot less weight and thus I wouldn't really care where we moved next, while others want to move SE, so we'd then go with SE under such circumstances (having revealed Stone City's fat cross by settling on the Stone).
I'm pretty sure that settling before moving the Warrior is fine since we're only interested in exploring with the Warrior to know about Settler-first as a possibility, rather than as a means of deciding where to settle our first City.