I think I know what happened.
You said "calls to allies go out before calls to allies of enemies".
But my inital question was "can I make Luxemburg a co-belligerent" and if I make that, doesnt go my declaration of war to both of them at the same time?
No, that doesn't explain it. If Lux is
not co-belligerent, they can't call allies, period. If they
are, Lux gets the call on the day that you declare, which is the same day your allies get the call. Lux's allies get called the next day.
Note that I haven't checked if this was changed for the current patch, but that's how it's always been, and if it
was changed it's an undocumented change, as there's nothing in the patch notes that would indicate it.
However, I suspect things still work the same way, and that Lux has nothing to do with it, because the game already told us that it called in Austria because of Brunswick, not Lux.