Sparklers celebration

So long as its dark when you do it any time is ok. But I would say that sparklers as send off of are not really a "thing" you may of seen photos of the bride and groom walking through a tunnel of sparklers but they are not actually leaving. I would even suggest that it would not be a good idea at all to do it then because by then people will of had a lot more alcohol. But you could save a few and try a few LOVE or heart shots a little later on.

I would say do the sparklers followed by cake cut then straight into first dance.

Hi, you don't have to wait till the end. As long as it's dark outside or semi dark would work. It doesn't have to be pitch black outside. I've done them at different times and you can play with ambient light in camera to achieve the look you want as long as it's fairly dark outside.

Maybe this article about wedding sparklers will be helpful, good luck!