Tell us how you connect your NRF24 module on your Orange PI.
On this guide https://www.mysensors.org/build/orange do you followed the section "configure spidev" ?
The main things are :
1 - install sunxy-tools
2 - install MySensors.git
But the pinout of the GPIO on your Orange PI is different of the Orange PI zero explained here : https://www.mysensors.org/build/orange
So you need to modify the script.bin file, with the command "bin2fex / fex2bin" as explained in the "configure spidev" chapter, if you fail to find the right configuration, try to use the .fex file that you can download here :
If you have a Orange PI lite :
Or if you have a Orange PI One :
then "fex2bin" the file you downloaded, to replace your own script.bin as described in the tuto at the chapter "configure spidev".
I think that the pinout of your Orange PI is the same than mine, i got a Orange PI Plus 2E, so look my setup as explained above in this forum, then connect your NRF24 module like mine and use my "./configure" setup.
If you succes your gateway setup, dont forget than the next step it's to install a controler to drive it, so you'll need to read guide about setup a controler : https://www.mysensors.org/controller