They're Clones - It's the only reason why Green was able to walk through the garage door without bumping into Blue, and why they were able to go to the Oddworld park immediately after the events of chapter 1? they couldn't have just teleported there, it'd make 0 sense
the ORIGINAL Orange must've just gotten there by the end of chapter 2, because he's nowhere in sight of chapter 2 till the ending (which before, I never noticed) and the only other Rainbow friends that aren't clones besides Orange is Cyan and Yellow