I use multiple MacOS Spaces in my one-monitor setup because it helps with window organization.
I have Orion assigned to Desktop 1 only. However, if I try to open a link in Orion Preview in an app in another Space (e.g., Mail in Desktop 2), I am brought back to Desktop 1 before the Orion Preview window opens. This breaks workflow in the other app and I lose the context of the link in the other app.
I am not sure if it is possible for Orion to exempt certain windows from the Spaces assignment (it may be a MacOS restriction), but if it is possible, I suggest exempting Orion Preview windows from the Spaces assignment.
If a user opens a link into an Orion Preview window in a separate app, the Orion Preview window should open in the current space. If the user then decides to open the website in the main Orion window, the Space should then switch to the main Orion window.