I used that very same orange chalk on a quilt recently. Very difficult to wash out! But, like you, it was the only thing that I could see on the colors of the quilt on which I was working. I would suggest, if you continue with the orange, take some Dawn dish detergent and soak that into your orange markings and let sit for a good while before washing. I had to wash the king size quilt 3-4 times and still scrub some of those orange lines with a toothbrush (old) and dawn before I got the worst of it out of the quilt.
I like the idea of the parchment paper and quilting over it. Might try that next time.