The next one is Unlimited Blade Works, then Heaven's Feel. But, I highly recommend to just play the Visual Novels (Stay Night and Hollow Ataraxia) and you will not have to worry about any order afterwards and during them. Plus you will get the full story and explanations and not toned-down versions of characters and lore since Anime does not convey inner monologues that make like 70% of explanations and character development for Shirou. Which is the reason why Anime-onlys find Fate confusing.
