0.92.3 will choke on out of order headers but dev (upcoming 0.93) is ready for headers first. As for the DB, if you mean Core's underlying database, Armory doesn't use that, it only relies on the raw blocks. I haven't heard of a change to that format since headers first.
Well, with headers first, the raw blocks on disk may be out of order, too. I guess that counts as a change of format.
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