When I looked into doing the CFI-II program at American Flyers in Chicago this is what they told me:

I would train for CFI and II at the same time, but they did not have examining authority for the CFI initial. So I would take a 'checkride' with their in house examiner for II before they sent me off for my initial with the FSDO. But they couldn't really count it as a II checkride because I was not already a CFI and they do not have examining authority for initial CFI rides, I would have to come back and do a quick flight with the same person that I did the 'checkride' with so they could put it in my logbook as a checkride and make all of the paperwork official. I was totally confused about why they do it backasswards like that. But they explained that their theory was that by doing the CFII 'checkiride' thing before the CFI it gets the applicants in checkride mode and helps to ease their nerves before going to the FSDO. And if the II 'checkride' goes really well they pretty much already consider it that you passed your II so they just have to do a quick ride one hour flight or so after you already have an initial CFI to make it official. If you didn't do well on the 'checkride' then you would spend a couple hours getting ready for II, so you would be ready for the official ride.

I don't know if that helps, but that is what they explained to me. I thought it was odd, but surely someone who's going to AF knows if this is how they do it or if I got my facts straight.