I stand corrected.
I thought it was a hardware thing, where Orion would only see inputs from the hardware in use, but it turns out it is about software.
I'm using a dedicated sound card (Delta 1010LT) which has its own ASIO driver. In addition, I'm also using integrated Realtek HD audio, and an external USB mixer that also acts as an audio interface. But it pissed me off that it wouldn't play anything else when Delta's ASIO was in use, so I installed Voicemeeter (it's free) with its "virtual cable" to go around that problem.
Voicemeeter allows me to route any audio from any source into it, that would then feed into M-Audio ASIO as main output. So, when I routed headset microphone from Realtek's input, even when input in Orion was set to "same as output", it was able to record into an audio track.
Pretty cool. Honestly didn't know it could do that.
I always thought I would have to have a mic hooked to a mic input on the Delta, but seems that's not the case.
Thanks, Tek