As far as i know orange is illegal but yellow is not....
i have one headlight with a clear headlight protector an one headlight with a yellow protector ...my reasoning is that when cagers see yellow they may pause for a second .....just enough to make space for me an register that i am there.... it does work regarding cars making space for me... i commute a lot by bike
in 4 years i have never been stopped or had it questioned....