I'd say deep red and dark red are two different colors. A dark red means it's closer to being black, but deep red is a stronger, more vibrant, more pure, less pale red, that also happens to be darker. The difference between the brightness slider and the saturation slider.
To me, at least, orange is specifically reddish yellow, not just deep yellow. You can have a very pale orange color; it's not necessarily deep at all. If anything, I'd say very deep yellow might become brown, but definitely not orange; the distinction between yellow and orange has nothing to do with deepness.
After seeing this sentence more times than I can count, I was curious is such a train station really exists. It does, but it's made out of Legos: http://www.brickshelf.com/gallery/Superb/trainstation/pa244321.jpg