The rule is that that you can interpose adverbs, indirect objects, and prepositional phrases between a verb and its direct object. Anyone who tells you there must be no interruption is simply citing a false rule.
What is true is that an interruption by a long, complex prepositional phrase may interfere with comprehension. That is a question of style rather than strict grammar.
With reference to your specific example, I would put "in sequence" at the end of the sentence unless I wanted to emphasize that the illustrations were in sequence. Alterations of word order are a common way to indicate emphasis.
A native speaker would likely pause briefly between "illustrate" and "in sequence," and that pause would indicate a more complex word order than usual. In writing, I personally would mimic that pause by placing commas before and after "in sequence."
EDIT: After some back and forth with FumbleFingers, I shall qualify my first sentence.
In American English, it is rare to insert an adverb between a verb and its direct object. The most common case (indeed the only case that I can think of right now) where such an insertion is idiomatic is when emphasizing the adverb. As I previously said, in American speech, such an insertion is marked by pauses framing the adverb, and, when writing, I myself would mimic speech by framing that insertion with commas.
Prepositional phrases when used adverbially can also be inserted between a verb and its direct object to give emphasis. That is what is being done in your example. Such cases seem to me to be more common than the insertion of bare adverbs. As with adverbs, however, I would mark off such an insertion in speech with framing pauses and in writing with framing commas.
There is absolutely no universal bar to insertions between a verb and its direct object. It happens routinely with indirect objects.
Because meaning in English is primarily determined by the order of words, it is tempting to specify simple rules for that order. A few such rules are indeed inviolable. Most, however, have exceptions that convey a slightly different meaning than that conveyed by the order prescribed by the so-called rule.