Henna itself is naturally red and therefore has a slight red tint under the indigo. To reduce red, use Amla Powder with your Henna. Amla will help prevent the Indigo from fading.
If your hair turned completely red/orange, it is a case of the henna sticking and the indigo not. Remember, henna by itself is a naturally red dye and requires indigo to achieve shades of brown and black.
As strange as it may sound, the best way to get rid of the orange tint is to re-apply a solid red base, and then whatever shade you are trying to achieve after. The red base will give the indigo mix something to stick to so that it does not fade out as easily.