When talking about NZ visas, do you mean PR, or do you mean residence under SMC? (PR is a different visa that an applicant is only eligible for after holding residence for a minimum of two years, and meeting other conditions.)
I would wonder about the impact on your Australian application. I'm not familiar with Australia's immigration rules, but I'm sure they must be set out on their website so you could check if there is a requirement that you should be intending to stay long term in Australia. If there is, and you then put in for a long-term NZ visa, it might impact your Australian application. You
might have to decide where your better prospects will be.