Will the Prospector have any interaction with the Orion, like docking or easy ore drop-off?

There is no special interaction planned between the two. The Orion should be capable of taking crates from the Prospector though, so it should be able to give a full mineral load to the Orion and use its reserve crates to go and fill up again. It does synergise well with the Hull series ships though, being able to drop loads of cargo off for the Hull to take for selling while the Prospector can continue to mine a while longer.