When she wee's, does it come out orange or turn orange later?
Is she on sawdust at all ? Sometimes it can make their wee look rusty coloured. Carrots are high in sugar so try not to give them too often.
Can you pop her onto a white blanket/towel to monitor at all - may need a trip to your vet to be on the safe side if you cannot eliminate the cause.
Good news, just worth keeping an eye on things then by sound of it. They aren't making any noise when weeing or pooing are they?
Vitamin A and Carrotine can turn wee orange to orangey-brown. If your piggy gets fresh carrot, this could do it. Fresh carrots should be avoided for many reasons, this included, but they also contain high sugar levels and vitamin A.
Another fresh food that can dye wee is dandelion. This again should be fed sparingly but if your piggies have dandelion in their hay mix (Burgess Excel Herbage) this is ok and shouldn't be enough to turn wee orange.
That's probably the cause then
In which case there's nothing to worry about. There have been a lot of posts on the food section about the advantages and disadvantages of fresh carrots. In all honesty, I would stay away from them. They can have them as occasional treats (a small slice or two) but they shouldn't make up the bulk of their fresh food. They're extremely high in sugar and vit A and can cause health problems. A balanced fresh foo diet built around high vitamin C, low vit A and calcium/sugar greens like carrot tops, parsley etc. will help you have a much healthier animal.