Orion was the by-product to a rather inappropriate affair between Atlas, a member of the heaven court and his cherub assistant, Pheobe. Not wanting his affair to be found out, Atlas had Pheobe and their egg cast out. While in Hell, Pheobe tried to survive with her egg but was ultimately killed in a turf war between two sinners. Orion’s egg was quickly found and handed to Marsha. Much like Serena, there was no way to contact heaven or finding a suitable home in Hell for an angeling. After a few months, Orion hatched from his egg.
Much like his other siblings, Orion grew up in a large family. Even as a young child, Orion was a very shy and would rather be alone with books or latching onto Marsha instead of playing with other kids. Marsha's sisters took notice of how much similar Orion was to Marsha despite not being biologically related that they started calling Orion "Marsha Jr." as a joke.
Outside of his family, demons were wary of him. After years of annual genocides committed by Heaven's exorcist Army, most demons (especially sinners) were wary to the idea of angel in Hell, especially one that still had his halo. So much like Serena, he was often bullied in school for being an angel. While Serena was able to come out of it well-adjusted, Orion didn't come out as well adjusted as his sister.