Do S.A.V.E. and Orion exist in this world?

1. S.A.V.E. exists, but Orion doesn't.
2. Orion exists but S.A.V.E. doesn't.
3. Both S.A.V.E. and Orion exist (and may or may not be aware of each other)
4. Neither organization exists, and either the characters belong to an organization of your own design, or are completely on their own against the unknown.

My suggestion would be #3, with Orion being aware of existence of S.A.V.E., and thinking them to be something of a cult (and worth watching to see they don't do anything weird), while S.A.V.E. is generally unaware of the existence of Orion, and wouldn't care even if they did know. This would allow members of S.A.V.E. to remain (essentially) isolated... a key element of horror. But will allow the occasional influx of needed firepower by members of Orion. Eventually, you could have Orion agents being recruited by S.A.V.E., allowing them a source of equipment that the average S.A.V.E. member wouldn't have access to.

In this world, WEB is largely unaware that Creatures of the Unknown exist. Largely unaware, but not completely unaware. Some of WEB's agents and directors know about the unknown. In fact, some of the are from the Unknown. That Asian crimelord who's set up shop in the San Francisco bay area... well, check out Chill's Vampires supplement, and look under Oriental Vampires. Specifically one known as Li Chiang.

What This Means to S.A.V.E. and Orion

With Creatures of the Unknown in positions of authority in WEB, the world becomes much more dangerous for agents of S.A.V.E. and Orion.

For S.A.V.E. agents, this means that the services of an entire criminal organization is at the Creature's disposal.  Making it more difficult for the agents to investigate and identify the Creature.  And with all the protection such positions afford, a much more difficult time in destroying the Creature.

As for Orion agents, they will be facing things that defy rational thought.  Weapons and other technological items cutting out always at the most inopportune times.  Mind control like they have never experienced before.  People turning into creatures more horrifying than experienced in their worst nightmares.  And dead comrades returning from beyond to add to the ranks of the enemy.

The lives of the agents will never be the same...