Hi @Ibrahim Jamil
Keeping in mind that usually in an OTV setup, where you configure FHRP isolation (Ref: https://www.cisco.com/c/en/us/td/docs/solutions/Enterprise/Data_Center/DCI/whitepaper/DCI3_OTV_Intro/DCI_1.html#wp1220161) you will have a site local gateway.
Meaning that your firewalls will also need to be site-local active. Now, it is your choice if you plan on having two pairs of active/standby, one in each site or just one active/active pair with one node in each site.
Regarding the firewall location in the site, best would be to connect them to AGG VDC where the SVI(GW) are configured. If you have a vPC domain at AGG level, then make sure you connect your FW in vPC fashion. Same details applies to the SLBs.
here is a topology diagram I found with the design suggestion for a local site:

Stay safe,
Sergiu