What to use to highlight orange is partly a matter of taste - what you think looks good - and partly down to which pigment or pigments the orange paint is made from. Some oranges will highlight perfectly well with just white while others will go pinkish (!) but lots of people prefer the results when both white and yellow are used once they've tried it.
For shadowing oranges the simplest solution is to use a paint that is already a dark orange, e.g. Burnt Sienna or Burnt Umber. If you have them, try some of each mixed into your base orange and see which one looks best to you.
Once you get a good mid-shadow colour I would suggest you try mixing the dark shadow by adding a dot of black or dark blue to this mix, rather than using more sienna or umber (or either paint used straight) as this can result in shadows that are too colourful.
Einion