I'd treat the agave like honey. Expect it to ferment completely. Either substitute it for some base malt in your recipe if you don't want to increase the ABV and don't mind a drier beer, or plan on it bumping the ABV if you don't want to cut some base malt out and want a fuller body.
I'd also add it toward the end of fermentation if you want to retain any flavor in the finished beer. Even then, I wouldn't expect much out of it since agave nectar isn't the most powerful flavor to begin with.
Not sure if you would taste that subtle agave flavor over the orange zest.....