Step 1: Start from the cell of origin. The glomus tumour grows from the glomus body, a tiny arteriovenous shunt that regulates skin temperature. Wherever these bodies are densest is where the tumour preferentially appears.
Step 2: Locate the densest glomus bodies. They cluster in the fingertips and toes, especially in the nail bed region at the distal end of the digits. That makes the subungual distal digit the favoured tumour site.
Step 3: Use the clinical picture to confirm. Patients describe a small, exquisitely tender, cold-sensitive lesion under a fingernail, exactly the spot predicted by the anatomy of glomus body distribution.
Step 4: The retroperitoneum, generic soft tissue and the proximal digit do not fit this pattern, so the answer is the distal portion of the digits.
\[\boxed{\text{Distal portion of digits}}\]