When to add the rye flour if it really makes a difference?
Putting the rye in the levain will make a few positive differences: 


The rye will give the yeast a different food source, so the flavors the yeast produces may be subtly different
It gives the flavors from the rye grain longer to permeate the dough
Rye is often used in sourdough starters because of its natural yeasts. Natural yeasts add complex flavors, the earlier these are introduced the longer they have to contribute these flavors to the end result


These differences may be very subtle though, especially since you are adding a small amount of rye. There's no downside to adding it earlier, so no reason not to try.