- the Oanda statement is rather weak - what does "most" mean? - are there situations where a strategy will need NFA to be set?
No, never. It's just saying that Oanda is always NFA compliant when you place trades, so you should never set the flag.
However, brokers do not seem to be always transparent about Trades vs. Orders, so one must ultimately ask their Support staff?
No, it's always obvious, especially to the broker plugin author, who knows how to read the broker's API documentation and then implemented a client for it in one flavor or the other. Each broker plugin manual page tells you whether to set the NFA flag for this very reason.
Or experience errors and adjust?
Do you make this adjustment before or after you blow your account? That's the question.
