Do pending transaction orders on the Ardor coin exchange or Ardor asset exchange expire? I made a transaction on the coin exchange and if I never cancel it, when would it expire and return the funds to me? Or do I have to submit a new cancel order? And is this the same for asset exchange orders?
The order remains active until you cancel it by issuing a Cancel Order transaction.  Which means you will pay a transaction fee but you will get the unused portion of your funds returned to you.