Repeating groups can only have one data type. But you can just put two repeating groups (one above the other) so it kind of looks like one list if that helps at all.
With that info, you might have to try a few things to get it to behave how you want. I think the Advanced Filter would be useful here.
The data source for the “Orders” repeating group would be: Do a search for Orders:filtered (then in the new box that pops up make the constraint Advanced) then do Do a search for Product's SKU = This Order's SKU:count is 0
It basically searches for Orders, then filters by searching all Products, checks if the number of results with the same SKU is 0, then returns a yes if its true which then makes the Order show up in the list.
I’m taking a guess but I think that would work. Let me know if it shows an error