AAAAAAHHHHH! THEY WORKED!!! *ahem* I mean...thanks. =)

[Forgetful Jedi Knight]

There is no wrong answer; that's the beauty of saber building. I think you'll find option C impractical, but it has the advantage of allowing you to do the other options later if you don't like it. You could easily drill a non-hidden hole on the front or back of the blade holder after you've already drilled a hole hidden under the shroud.

From a design perspective, it does matter.

If you are going to use a traditional thumb screw, your best placement bet would be "A". I could see/understand option "B" if you were using a set screw that didn't stick out at all, and interfere with the shroud design. Option "C" just looks like you slapped the screw anywhere.