What is meant by Orphan Lock and Orphan Sessions?
As the name suggests orphaned session is like a child that nobody knows whom it belongs to and in session terms, nobody know a specific session whom it belongs to, hence the name orphaned session.
Orphan session examples:

database table lock forever because client and server connection is broken
A user session that the IdP (identity providet) cannot determine what client it belongs to, this can happen with SSO when the user log out from SP (service provided) (example any website that uses SSO) and the IdP that provides the SSO (example login with facebook/google). If the user logs out of the SP but not the IdP as well, then the IdP would have all those orphan sessions that they don't know whom they belong to and are just hanging there.