Can confirm same issue. Only affecting a very small % of sites, known good SSL certs/etc, all cecking OK in other browsers, but getting warning and broken padlocks in Orion.
Intestingly these sites sometimes work for a few minutes after launching Orion and then start throwing the error.
Asked a friend (who doesn't use Orion, differnt Internet connection, differrent computer, etc) to install it and check the same site and he had the same issues.