Hi Filipe,
the sensor orientation is one of the reasons why PHD2 needs to be calibrated. It campares the movement of the stars in the image to the movements it makes in oth axis. It doesn't matter as
@Oskari Nikkinen already said. But I roughly align the sensor orientation with the sky. It's easier to move the scope manually this way. I don't have to think that much about what button to press next. That's the only reason for this.
If you are using an OAG and a rotator (like I do on one of my setups), you change the orientation of the sensor all the time. I haven't noticed any difference in guiding performance (other than seeing) at all this way.
CS
Christian