Weaving in of ends i would do before blocking. When you block it 'sets' the stitches so you may as well 'set' the loose stitches in place.
As for joining the sleeves, since this requires a kitchener stitch, you will have to do it before blocking, again because of setting the stitches, it sounds as if the sleeves are partially attached so you will want it to be all joined so that it is being blocked into its final shape all together.
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