During one of the early episodes (don't remember which) when Lelouch is rescuing Suzaku, he calls Jeremiah "orange" in reference to some supposed incident in the past. And the name stuck, because, well, y'know, everyone started whispering behind his back, and it's amusing ^-^ Orange-kun~
in the situation during which Lulu rescued Suzaku, in order to cover up the fact that he had geass-ed Jeremiah, he distinctly said the word "orange," which everyone assumed was some sort of codeword, since after that Jeremiah obeyed Zero.
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