If you miss a prayer, then you have to pray that prayer first, then pray the current prayer; it is not permissible to delay making up the missed prayer.

If you remember during the Dhuhr prayer that you did not pray Fajr, you should complete the Dhuhr prayer, which then becomes a supererogatory prayer, and then you should pray the Fajr prayer. After that, you should repeat the Dhuhr prayer in order to keep them in the proper order.

It is recommended to make up missed prayers in congregation. In the battle of Al-Khandaq, Prophet Muhammad (peace and blessings of Allah be upon him) missed four prayers, and he made them up in congregation.