Try adding a little moisture to the dented one. If it was just a little dry it may be savable. If it is actually infertile, then it will continue it's collapse and and you'll have to dispose of it, but don't be in a rush. I've seen a pretty dented eggs end up making it.
As for the orange one, have you candled it at all? I'm guessing that it's not fertile (or has died) and is starting to show signs of it. I had an egg or two last year that developed an orange color on them and ended up not making it (I think one was fertile and one was not). If it is fertile, try replacing all of it's incubating substrate to remove some environmental conditions. Again, don't be too quick to throw them out, you never know how it'll turn out. Maybe someone with more experience with this can help out.
If you need some info on candling, see my page about it:
http://www.milwaukeereptiles.com/eggFertility.php