I broke down and called Progressive Industries too. They helped me reason the best solution for us. It came down to several good arguments -
1. What will we be doing more - shore-power, or generator? We will be > 90% shore power, so put the protection before the ATS.
2. If the ATS gets taken out by a spike/reverse-polarity/etc. (a very real possibility), we are no longer able to power the RV - short of wiring around the ATS while camping.
3. If the ATS gets taken out, I have to pay to replace it. If the PI gets taken out, PI replaces it.
4. If I put the PI unit after the ATS, it will protect me from the generator too. BUT, that is a double-edged sword. The Generator will drop voltage when the A/C turns on, and depending on how much it drops, the frequency also goes crazy, according to PI. Therefore, the PI 'might' shutdown based on low/high frequency and/or low voltage during A/C startup current draw.
For us it all means that before the ATS is the best place to put the PI