I don't think there is a way to specifically chose the interface you are binding to for Orion.
SQL can be bound to a specific port. On SQL server open command prompt and run -> netstat -ano | find "1433" <- (assuming you have SQL running on standard ports) Make sure the IP address is right or is 0.0.0.0 (means any).
Are you using the server name or IP to connect to DB? if domain name, open a cmd prompt and ping the DB server, did it resolve to the right IP, if not add "x.x.x.x servername" to your c:\Windows\System32\drivers\etc\hosts of the orion server and try the ping again.
next, lets make sure we can bind to that port, either use telnet or putty to connect from the orion server to the IP -> telnet x.x.x.x 1433 <- if the screen is just blank, cool, if it whines about not being able to connect, then check the SQL server, maybe the firewall is on.
Orion uses what ever path windows uses to monitor the device, use tracert hostname, and that's how orion will get to each device, if you want that to change, you will need to change the windows routing table, but be careful things can get really weird when you don't make sure the transmit and return paths are the same.
Good news...I tried the 2nd test...pinging the DB server. It defaulted to the management plane (172.x) so I added the DB server's DB plane to the host file...then I was able to connect to the DB server using the Orion Config Wizard!