Is there a way to track all the activities as you go back and forth. I.e. track 4 treadmill runs, 4 times on the rower and 8 sets of weight exercises. Or do you just track your heart rate?
In a way you could, though it's not automatic. The watch does support changing sports on the fly so you could switch to Run, then Rowing, and then Strength Training, etc. Afterwards the results show up in Connect as a multi sport activity. I did this once when I was doing a group triathlon workout that involved several short bike and run intervals. The easiest way I found is to assign change sport to a hot key (I assigned it to holding the lap button) and then select the next sport when you change.
You can also build a custom multisport app with a Treadmill run, Rowing, and Strength app as the sports. You can set it to repeat as many times as you want, and then the lap key would just cycle through each one. I'm not sure if this would work for you because I have no idea how an orange theory workout looks, but theoretically I think this is what you were asking for.