It is somewhat often (maybe once or twice a game) that I notice that when I try to throw an orb of harmony/discord, while the indicator is visible, that the ability doesn’t activate and I have to try again. I don’t remember this being an issue in OW1, where orbs would stick to what I was aiming at very reliably. It seems to happen at both short and long ranges, but I think it is more common up close.
There was a Reddit thread posted a day ago where a handful of other Zenyatta players seemed to agree: https://www.reddit.com/r/ZenyattaMains/comments/y6146w/is_it_just_me_or_are_orbs_of_harmonydiscord/.