This question comes in consequence of another one.
I want to stress a problem that none of the answers addressed it. For making my problem more understandable let me first remind a well-known state, the spin-singlet of spin $1/2$ fermions,
$$|S\rangle = \frac {|\uparrow\rangle |\downarrow\rangle - |\downarrow\rangle |\uparrow\rangle}{\sqrt {2}}. \tag{1}$$
The two fermions are completely identical, though, we try to keep track of their identity by writing in each product first the fermion 1 and second the fermion 2. The position of the fermion in the product keeps track of the identity of the fermion. If we interchange the fermions,
$$|S\rangle = -\frac {|\downarrow\rangle |\uparrow\rangle - |\uparrow\rangle |\downarrow\rangle}{\sqrt {2}}, \tag{2}$$
the state changes sign.
Now, to my problem. Let's begin with a state comprising a single fermion with spin up
$$\psi_0 = |\uparrow \rangle \tag{3}$$
A) To this state I add a new fermion. From now on, I will refer to the old fermion as fermion 1, and to the newly added fermion as fermion 2. If the twob fermions were distinguishable, their positions in any product should be according to their names, $a_{\downarrow}^{\ \dagger} \psi_0 = |\uparrow \rangle |\downarrow\rangle$. But they are not independent. They arrange themselves anti-symmetrically, in the state $|S\rangle$. None of them has anymore a well-defined spin-projection, we can't say anymore that the fermion 1 (old fermion) is in the spin-up state.
In continuation I apply the annihilation operator $a_{\uparrow}$. Note again, it is not clear which one of the fermions will be destroyed, 1 or 2. So the state we get, rigorously speaking, is something like this
$$|\psi_1\rangle = \frac {|0_{\uparrow}\rangle |\downarrow\rangle - |\downarrow\rangle |0_{\uparrow}\rangle}{\sqrt {2}}. \tag{4}$$
There is no such Fock state, the Fock state is
$$|\psi_1\rangle = |\downarrow\rangle \tag{5}$$.
The form $(4)$ just stresses that we don't know which one of the fermions was destroyed.
B) However, starting from the state $\psi_0$ and applying the two operations in inverse order, the situation is totally different. First of all one creates vacuum,
$$a_{\uparrow} \psi_0 = |0\rangle . \tag{6}$$
So, fermion 1 is destroyed. Applying the creation operator $a_{\downarrow}^{\ \dagger}$ to the vacuum, one obtains the fermion 2.
$$ |\psi_2\rangle = a_{\downarrow}^{\ \dagger}|0\rangle = |\downarrow\rangle . \tag{7}$$
Obviously, it's a different situation because here we have full knowledge of which one of the fermions was present and when. Also, it's not clear where from should appear the minus sign in $(7)$ to the difference from $(5)$.
What can be wrong here?
Please notice that I tried to stick to the phenomenology. I am against introducing manipulations with vacuum which are not involved in the sequence of events described above. Also, please don't send me other questions about fermions.