I haven't heard Orions, so I can't comment on that. But I do want to comment about sub woofers and passive crossovers. If you plan on a low-pass filter below ~400 Hz, you'd be better off using an active crossover filter. Why do you want to use a passive crossover for this?
First, as you pointed out, the passive components (both inductors and capacitors) will be large and expensive. If you use air core inductors they will also have rather high insertion loss due to high DC resistance. You can help that some by using steel laminate core inductors, such as
what Madisound sells. They use less wire, and as a result, cost less and have lower DC resistance.
Second, crossover and voice coil behavior can vary with high temperature, and a sub woofer will generate heat. I don't know if an open design such as the Orion will suffer as much from this as a sub in a closed cabinet, but you can avoid all this by using an active crossover.