Brief Summary
Throughout macOS the first item in right-click context menus is "Look Up {Word}", but Orion buts "Search with {Engine}" before that which is non-standard – "Look Up {Word}" should always come first.
Image/Video:
The context menu in Orion:
For comparison with other browsers, here's the same context menu in Safari:
And the same in Chrome:
(Firefox doesn't offer the "Look Up {Word}" context menu item)
And for completeness, here's the same in the default Apple Notes app: