How to make a sauce using sugared citrus rinds?
There are noted resources for flavor pairing, many of which you can find on this site.  Check out flavor.  You'll find:


Why some flavors work better together than others
A list of books and websites providing information on flavor combinations, including suggestions for


FoodPairing
Khymos
The Flavor Thesaurus
cuuks (here's a start for your combo)
The Flavor Bible

How to determine if two ingredients will go well together


For your specific question of what goes well with citrus rind, you already know chocolate is a good match and that you are putting the sauce on brownies.  Nuts in your brownies will be a good match too, especially pecans.  Caraway, thyme, cardamom, or black pepper might add an unexpected note with orange.  Rosemary is a very nice match for lemon.  I recently made cookies using orange zest and black pepper that came out quite well.

If you want the citrus flavor to dominate I would leave out the berries.  Otherwise I'd definitely use the raspberries, which go well with citrus.  The bluberries would be fine, but I wouldn't consider them your best choice.