The boards let you do whatdver you like. The only constraint that I know of is that to do ABRSM Grade 6 and above practical you must have Grade 5 theory. I don't know if it is similar for other exam boards.
Thanks Colin......Thanks tenorviol abrsm only go to grade 5 jazz as far as I am aware,but still need the theory to do grade 5,i did grades 1-3 on alto,so thought I will try 4-5 on tenor,to keep my interest going.Bumnote.
You don't need grade 5 theory to take grade 6 practical with Trinity exam board.
And you can dip in however and wherever you like with exam grades, you don't have to take them in order, or from grade 1 etc.
I started on grade 4 Jazz sax with Trinity, and grade 4 classical Clarinet with ABRSM.