For completeness, it's worth mentioning that orphan itself is sometimes used in this way. This is indicated in its Merriam-Webster definition:
a child deprived by death of one or usually both parents
[link; emphasis mine]
In my experience, this usage is usually found only when translating a foreign-language word that means "a child who's lost one or both parents", or at least, in contexts where there's a salient foreign language with such a word; for example, Jewish religious discussions use orphan in this way [example] because of Hebrew yatom, and descriptions of French law use orphan in this way [example] because of French orphelin.
I would not expect a typical English-speaker to be familiar with this usage, so I'd recommend it only in situations where the context makes it clear, or where it doesn't matter if some readers misunderstand it.