Note that fittings to do this directly (in one piece) exist, and they are fixed. So you just thread them in until "tight enough" and "points the right direction" are both satisfied.

In other words, solder it and thread it in place without bothering to pre-fit, it's not needed, and the soldering heat will likely destroy your shower valve with threaded connections. Valves with solder-type connections should be built to withstand soldering heat, threaded ones are generally not.

Or return these parts and buy the single part that replaces all three of these parts, with less points of failure.

If that makes you nervous, use a straight MPT-PEX adapter and a PEX elbow, which will permit fiddling with the threaded part, since straight PEX connections act as a union for threaded pipe fitting purposes (you can rotate them.)