This is a script slip-up. Pay attention during Mr. Orange's conversation with his superior in the cafe. He describes how he had wait three days for Nice Guy Eddie to call him to meet Joe. Then they go to the nightclub where he tells the marijuana story, but he describes Harvey Keitel as already having the colored name but that 'naming scene' has not happened yet. It only happens after he meets everyone else. His superior also calls him Mr. Orange during that conversation.