Connecting 4 dev boards (5V) in series to 20V power supply
The boards are identical but my understanding is that they draw different current depending on the load


Here lies the problem. One rather important consequence of series connections is that all components in a series connection have equal current through them. This scheme would be fine for a set of lightbulbs or other simple resistive loads, but this is not a good idea for complex loads (Orange Pi boards qualify as complex loads).

Edit: also, a quick search reveals that 5V, 10A power supplies can be had for ~20USD, or ~25USD if you want enclosed, which really isn't all that expensive for a project involving four Orange Pi boards. Or heck, you could just buy a bunch of 2A USB supplies, which are dirt cheap. Also, unless you're going to be running all of these boards flat out all the time, you can get away with derating your power supply a little bit. All the boards drawing 2A is an absolute worst case, and probably will never happen, so a 6A power supply is probably fine.