To answer your first question, NO you do not always have to use a shimmery sparkly color. Matte colors can work also, but you have to make sure you use them right.
I personally believe that you should try not to have all shimmery colors or all matte colors on your eyes, but a mix. If you are using very sparkly shimmery shades on the lid and crease, you may want to try a matte color on the highlight. However, I would not recommend matte white as it can be very harsh. Instead, try a light golden shade or a shade that is a few shades lighter than your skintone. Apply it with a soft fluffy dome brush so it goes on very lightly and doesn't look too obvious.
If you are using matte shades or shades that have only a little shimmer, you can definitely work a sparkly highlight. I actually don't recommend white for this either (it just looks unnatural and harsh to me, when a highlight is supposed to be very natural and make you look brighter and more awake.) I would recommend any very light, shimmery shade, such as the Urban Decay shadow in Sin, a gorgeous light, shimmery champagne (pictured).
To answer the second question, I always do my highlight last, because if you do it first the darker colors may blend with it too much. I suppose that is also personal preferance though, try both ways and see what you prefer. Good luck
I think its always a good idea to use a shimmery white/pink in the inner corner of your eyes. A matte white might look too harsh. I like using a matte white on the eye lid or slightly under the eye brow. When you are using a dark color, always apply the light color last because if you put it on first it may get dark shadow on it and change the color. I also put together some great products that are good highlighters for the eye.
I actually like the look of a matte white in the inner corners, but it's not going to give you that romantic/ pretty look if thats what you are looking for. It's actually more of a contemporary look that you would see on runways. So, if you are feeling edgy go ahead and try the stark white on the inner corners. It's a fun way to play around with a dramatic eye. But for basic highlighting that most of us do, a matte white will be a bit too much especially for daylight. Depending on your skintone a shimmery white can be very pretty on the inner corners and actually look quite festive. I usually stick to shimmering champagnes and creams for the inner corner highlight. You can see celebrities such as the Kardashian sisters sporting this exaggerated shimmery inner corners. It is also a great trick to use if you have eyes that are close together, a smokey eye might close them in a bit and using this technique is a great way to open up your eye area. Let me send you a list of a few shadows I use in the inner corner for highlighting. My favorite one is Mac's Retrospeck. Gorg!
1. MAC Naked Pigment
2. Stila's Kitten Eyeshadow
3. NYC Sparkle Dust in Champagne ( Drugstore)
4. MAC's Retrospeck Eyeshadow
5. Lancome's Stiletto Eyeshadow ( It's a shimmery cool color that looks rock and roll in the inner corners)
6. Urban Decay's SideCar