Orpheus is a minor choice without Lae'zel [assumes you are not gith yourself] so honestly it doesn't matter that much
the bigger question is
who becomes a squid? i.e, is it going to be you or will someone else take the bullet and if you don't want it yourself then Orpheus can step up...
Karlach is your only other option
That's the gist of it. You or Karlach become Squidward. If you're that far in, I guess there's no chance of restarting from the cage scene. Not sure what I would do. I've played so many times, it almost wouldn't matter. At least it would be something I haven't seen yet.
