On which side of creepage gap should I put my optocoupler?
Generally you will have a few critical components that straddle the gap between supply and output voltage- a feedback optocoupler, a Y safety rated capacitor, the 'transformer', and, in your case apparently, another opto. 

If you are having the board maker mill slots to increase the creepage distance, the slot should go under the optoisolator. See, for example, this PCB layout: 



If that means putting the optocoupler "backwards" with respect to other chips on the board, that's just too bad.