In a RPing guild on Darkmoon Faire I use to play on, the leader of my RP guild was an Orcish Warlock roleplaying as an Undead Orc, so I think as long as you make your Undead Orc's class something dark, like a Rogue, Death Knight or Warlock, it'd fit in a bit better. Plus, I do expect an Undead Orc is possible. After all, look at Orcish Death Knights: they're undead.