I am not sure about how you are using the language of "control variables" and "confounders." In general, control variables are background variables, where you want to remove their effects before assessing the effects of your substantive independent variables. Socio-demographics would be a classic example of control variables.
Regardless of the language you use, hierarchical regression would begin by entering the demographic variables in a first step, and then entering your substantive independent variables to assess their effects, above and beyond the demographics.
David L Morgan Excellent comment. The right order of entries in Hierarchical regressions depends on your decision. That is, in the hierarchical regression analysis, the researcher performs a regression analysis for each step with sufficient theoretical rationale for the variables to determine the coefficient of the selected variable, and further verifies whether the change in the coefficient of the variables when adding each variable is statistically significant.