Many options exist depending if you want to do live-cell imaging or fix the cells and image, or lyse the cells and detect. Option one would involve transfection of a GFP-protein X into embryo and using viable trackers/dyes to identify compartments within cells (for a list see https://www.sigmaaldrich.com/technical-documents/articles/biology/cell-culture/organelle-dyes-and-stains.html). Option two, fixing cells and probing for protein X using a labelled antibody and using proper cell specific control antibodies to identify type of cell (these can give indication to location too) or just doing a stain like H&E to identify distinct cellular structures. Option three, digest specific embryo cells, do ultracentrifugation to get mito, nuclear, microsomal (ER) and cytosolic fractions and do a Western Blot to identify in which fraction your protein X is present using cell type antibodies in each fraction to identify location and cell type. Each option will tell you some extra information while lacking in other, I would do live cell imaging if I am interested in seeing where it goes and what it affects in living cells, but the easiest one to me is fixation and probing. Your work your choice.
The easier and coast effective method to check the expression in cellular and subcellular is Immunohistochemestry.
Also at subcellular level you can use immunoflurecence and Confocal Laser Scaning Microscopy (CLSM ) technique. It is very effecient in localisation of the subcellular expression of cellular proteins.
Moreover elkablawy 2D-3D technique is very effecient in subcellular localisation of cellular proteins.