In the paper [Large-amplitude periodic solutions for differential equations with delayed monotone positive feedback, JDDE 23 (2011), no. 4, 727-790], we have constructed large-amplitude periodic orbits for an equation with delayed monotone positive feedback. We have shown that the unstable sets of the largeamplitude periodic orbits constitute the global attractor besides spindle-like structures. In this paper we focus on a large-amplitude periodic orbit O p with two Floquet multipliers outside the unit circle, and we intend to characterize the geometric structure of its unstable set W u (O p ). We prove that W u (O p ) is a three-dimensional C 1 -submanifold of the phase space and admits a smooth global graph representation. Within W u (O p ), there exist heteroclinic connections from O p to three different periodic orbits. These connecting sets are two-dimensional C 1 -submanifolds of W u (O p ) and homeomorphic to the two-dimensional open annulus. They form C 1 -smooth separatrices in the sense that they divide the points of W u (O p ) into three subsets according to their ω-limit sets.