I shade with blue and for highlighting I add a touch of yellow ochre (or gold ochre) to white to make a very light yellow. This mixture works quite well as a general purpose highlighting mix for a lot of colours, not just orange.
Alternatively, if you mix up a neutral grey in a range of values dark to light and apply them as necessary you can get quite good results but it does take some of the power out of the original colour. This isn't always a disadvantage, especially if you want to tone down your colour scheme. I use a mixture of Burnt Umber and Ultramarine Blue (or Blue-Black) for my neutral dark and lighten it with white to get a mid-tone grey and more white for my high-value grey.