Most compensation probes are designed to function with an angle of 70°, not 90° (but some do), between the prong and the airflow. Whatever you do, that angle will change whenever you increase or reduce your airspeed, so the system must have some built-in flexibility. How much flexibility and in what direction (up or down) will probably depend on the design of the probe. So follow the instructions of the manufacturer, would be my advice. ESA Systems says prong up, so that's it for me.

There are two-pronged probes that should be placed with the prongs horizontal.
https://www.esa-systems.com/en/produ...e-dnst-840-mm/
https://www.esa-systems.com/en/produ...robe-dnstatek/
According to a German study, this type gives the best compensation results.