Thanks, the /var/log/asgaudit.log* file has what I am looking for on the Orchestrator.
However the asg log command seems to be broken, at least on the Orchestrator R81.10 with no Jumbo HFA:

Still can't find any audit logs on the SGM, /var/log/asgaudit.log* does not exist and the following output is not correct as many changes requiring audit have recently been made:
[Expert@SG1-ch01-01:0]# asg log --file audit
No info to display.
[Expert@SG1-ch01-01:0]#
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