if I bring the builtin led pin high, I can light up the LED in green.
However, I swear I have seen the LED of the MKR NB 1500 blink in orange (and I don't mean the charging LED).
How can I do this?
In general, LEDs light in only one colour. If they are red LEDs, they light red and so on.
The exception is RGB LEDs. These can light in many different colours, but in reality, RGB LEDs are in fact 3 LEDs, in a single package, that are so close together that the eye sees them as a single LED. When the eye sees yellow, or orange, or white, in reality this is a mix of red, green and blue together in a certain mix.
Checking the internal schematic for MKR 1500, I can't see any RGB LEDs, so they are the colours they are, you can't change them.