I thought he was excellent overall, however I do think it was a penalty at the end, directly before he blew up for full time!
I didn't see a replay but it did look suspect. Orsato was only 5 yards away though so in absence of a better view I will go with him.
What is interesting is that Orsato ended the game straight away. While technically VAR can still intervene, Chelsea were already celebrating and Madrid quite the opposite. I can only imagine if it had been a clear and obvious penalty the difficult situation the VAR is put in. Is there much point in calling the players back for Chelsea to take a penalty that will have no impact on the result whatsoever? I guess a purist would argue, yes in law that is absolutely the right thing to do. Personally I think in that situation a VAR would have to be forgiven for ignoring such an offence and I hope UEFA have the same view. All could have been avoided though if Orsato extended time to allow VAR to check.
I know there have been a few VAR interventions after the full time/half time whistle. I am sure though it is only a matter of time before a referee has to call players back that are celebrating a win in a huge game for a penalty that could alter the outcome. Good luck to whoever that referee will be!!