AWS CodeDeploy executes before Auto Scaling userdata scripts finishes

This is explained in detail here - https://aws.amazon.com/blogs/devops/under-the-hood-aws-codedeploy-and-auto-scaling-integration/

Ordering execution of launch scripts – The CodeDeploy agent looks for and executes deployments as soon as it starts. There is no ordering between the deployment execution and launch scripts such as user data, cfn-init, etc. We recommend you install the host agent as part of (and maybe as the last step in) the launch scripts so that you can be sure the deployment won’t be executed until the instance has installed dependencies that are not part of your CodeDeploy deployment. If you prefer baking the agent into the base AMI, we recommend that you keep the agent service in a stopped state and use the launch scripts to start the agent service.

Unfortunately, there's no was for CodeDeploy to know anything more than the instance has loaded it's OS. The good thing is that CodeDeploy give the host agent 1 hour to start polling for commands with automatic deployments. The easiest thing to do is install the host agent after all the required dependencies are installed. The automatic deployment will be created, but can't proceed until after the host agent is started.