Home AC Filter Location and Half Inch Sizes
There is no advantage of one location over the other, it's all the same air moving through.
Generally there is a bracket or sometimes just a steel rod that is jammed across the opening to prevent the filter from getting sucked in. Maybe yours got lost along the way? Mine did, so I just bought a piece of steel rod and cut it larger than the opening so that I wedge it in diagonally to hold the filter in.