Just a thought.
Let us look at Ascalon and Kryta. They are both geographically about the same size. Ascalon had several big cities similar in size to Ascalon City: Surmia, Rin and Nolani. Kryta may not have any city the size of Lion's Arch but there are quite a few towns. Ascalon's economy seems to be built on trade and farming, while Kryta's seem mostly rural in nature.
For Orr to be a military and economic equal to the other two nations, it would need the resources and manpower to match.
(Oh yes, we're talking about the economic engines of fantasy worlds.)
I believe that Orr must be geographically nearly as large as Ascalon and Kryta. I find it improbable that Orr was not on the Tyrian map, because much of the undead Orrians are in North Kryta Province.
I believe that Orr was abutting North Kryta Province, either to the north or south of it.
And the fact that the Charr got to Orr before Kryta points to the north. The two large bodies of water to the north may be possible epicentres.
Some clues point towards the south. A possible location is the entire squarish bay south of Lion's Arch, flanked to the west by the landmass around Sanctum Cay, and to the east by Southern Shiverspeak.