I am a SEO, I am curious about drop shipping

I am a seo and run Affiliate websites, amazon affiliate website, I also have some digital products, I am wondering if SEO has any relevance in drop shipping. Also what model do you think I will have more success creating my digital marketing agency (SEO agency) or trying drop shipping, I am mostly curious of drop shipping outside the USA also (I feel I could rank better), not sure.

Yes of course it does. If you find a great product and start optimizing for long tail keywords, or a product that is just low competition for the keyword. However, that takes a while. I've had the most success with free 'advertising' (Instagram/Facebook pages) and a lot of success with paid Ads (Adsense/Bing/Facebook).