At the end of the chain before amp and things that goes in the amp loop. As for stuff in the Superego's loop... Anything works. It's just different. I have a Pog2 (via dropout), a Pitchfactor (via dropout) and a Zoom ms100bt. Sounds great.
Agree with towards the end - mine is in the amp's effects loop with one delay before it, and another delay, reverb and booster after it.
I have been experimenting with different things in the Superego's loop - currently I'm running a Boss PS6 and having a lot of fun with turning single note drones into chords or using the S-Bend mode on the PS6 to pitch shift the drone. I've also tried chorus which was kinda boring and tremolo, which was fun.
The Dropout indeed does switch things in and out of the loop.
How is the pitch shifting on the Zoom MS pedal? Seriously thinking of picking one up to throw in the Superego's loop.