I am being more adventurous. I bought a Pioneer SATA
DVD drive and want connect the E-SATA bracket. Right now my two non raid drives are on the orange terminals positions 0 and 1. Should I fill the rest sequentially or what about the purple ones. Thank you in advance

Check your manual, but I think the orange ones are intel and the purpule ones are off of the J-Micron controller. I have 4 Sata HDD is attached to the Intel and two DVD Burners attached to the J-Micron controller. (I have the P965-DQ6 MB. If This is the case I would attach your DVD drive to the J-Micron and Your E-Sata bracked to the Intel Controller. May Not matter.

Thank you, my concern was that there may a quirk to the order. I remember that burner drives performed better as a master than a slave. Or is it urban legend?

One of the advantages of SATA, It eliminates the the master/slave configuations. You only have one drive per channel.