Not got find my past but checked Ancestry and there are 2 entries there, if its the same one. He is on list for the Waterloo medal Roll, served as a private with the 3rd battalion Royal Scots under Captain James Cowells company.

another entry shows he started 25.5.1815 served until 24.6.1815, with 1st Regt foot 3rd Battalion Royal Scots and was wounded at Brussels.

The Royal Marines are also known as the "soldiers of the sea", perhaps Orlando was serving at the time before we know them as the Royal Marines?
Hope this is of help. Not sure what dates you are looking at, so I could be a bit out if there is another chap with the same name.