There definitely isn't a set way to do this. I don't know if it makes more sense to stick with paladin at higher levels or instead get more warlock. Either class gives you a second attack at 5th and a damage bonus at 11th or 12th - though realistically that's a long way down the line.
If you want to be dex-based you should start as a paladin, as that way you can avoid the strength requirement of becoming a MC paladin. A dex-based paladin is actually fine for the first couple of levels. You probably want to pick up level 2 for your fighting style and 3 for the oath. You'll also want to play a race that can start with two 16s, and a human might be a good plan so you can have a feat at first level. War caster will help you concentrate on keeping hex running.
I'm not sure a paladin benefits all that much from having 3 levels of warlock, but a warlock gains a fair bit from paladin levels, with a fighting style and access to lots of new spells - notably healing with warlock slots. Actually I'm not all that convinced it makes a better bladelock than just being a single-class warlock though. There are some other options that look good as well, such as being a fighter weapon master or a rogue assassin. Starting as fighter gives you con saves, which is really handy to maintain concentration. It does take quite a few levels for the benefits of multiclassing to really kick in though and there is a price to pay, with slower spell progression in particular.
I do think that a fey pact warlock multiclassed to an oath of ancients paladin would be a cool character. It would certainly work in game too. It would make for a pretty interesting guy, and potentially quite weird! Hex is actually such a great spell that parties would generally want someone who could cast it, for those times you meet a dragon or something. Mechanically the devotion or vengeance paladin builds might both arguably be better than ancients, since you get to use your channel to either add cha bonus to hit or get advantage for attacks.
A suggested start point might be something like the following:
Variant Human (if allowed). S8 D16 C14 I10 W8 C16 and War Caster. Maybe stealth as your bonus skill, though your perception won't be any good so you won't be much use as a scout. Start as a paladin and then multiclass to warlock at some point. Get 3 levels of paladin then carry on as a warlock. Your choice whether to go to lvl 3 and switch or mix in your first warlock level at level 2 or 3. I don't see tons of benefit in more paladin levels beyond 3, though obviously the stat boost at 4 is nice. You could actually go paladin 1 warlock 5 to get good spells fast-ish and the extra attack, and then get your paladin oath.
There is the option of going strength-based, though this makes things tricky until you get heavy armour proficiency. That could look like S16, D8, C14, I10, W8, C16. Basically hide and stay alive chucking eldritch blasts until level 2, then take a paladin level and put some armour on. You can then go around quite happily bashing stuff with a great weapon, which would probably work quite well.
