In my opinion that should be the same structure as the content structure.
If your content structure is like this:
/content/my-site/{country}/{language}/page
then the experience fragment should be like this way
/content/experience-fragments/my-site/{country}/{language}/structure/header
Benefits:
- Authors will never be confused at the time of authoring.
- You can create content packages easily. For example, you need to create a content package for Germany. So your filter path will be, /content/my-site/de, /content/experience-fragments/my-site/de, /content/dam/my-site/de.
Otherwise, there will be unnecessary content.