What is the best place to implement API orchestration, APIGee Gateway or proxy specifically?
This question is quite broad, so it is difficult to answer. I recommend you first review the Apigee best practices documentation as a starting point.
For complex orchestration, you can also consider Apigee Integration, and Add-on to Apigee X which gives you application integration features like Orchestration, data mapping, Human-in-the-loop, and Connectors.