Passports and civil documents for everyone who would immigrate, several years of tax returns and bank statements, employment or business ownership records, and evidence behind any property sale, inheritance, gift or loan intended to fund the investment. Add copies of previous visa applications, approvals or refusals. Offering documents come later.
Trace the money forward, not backward
Rather than assembling papers at random, pick the specific funds intended for the investment and follow them from how they were earned to where they sit today. Each transfer between accounts, jurisdictions or currencies needs a document. Gaps identified now can often be filled by requesting bank archives or tax certificates, which take weeks.
Records in another language will need translation, so identify them before the schedule is fixed. Give each identified gap an owner and a target date at the moment it is found, since the retrieval work is the long pole of the whole case and it proceeds only if someone is responsible for it. Bank archives, tax certificates and registry records from another country routinely take weeks and sometimes require a local representative, and none of that begins on its own.
Where a translation will be needed, identify it now and check whether the translator's certification will be acceptable, because a translation obtained cheaply and rejected later costs both the fee and the time.