Here's what Beth's Days of Our Lives Page (no longer online) had for Orpheus.
I had forgotten about him kidnapping Kayla, too.
Orpheus kidnapped Kayla (he was holding Marlena elsewhere). He wanted something from Steve. Kayla begged Steve to work with Roman against Orpheus. At first Steve refused, then Kayla convinced him. Kayla went looking for Steve at his apartment, and Orpheus was there waiting for Steve....he kidnapped Kayla instead. Roman and Steve worked together to get her off of Orpheus's yacht. On the yacht, Kayla heard Orpheus plot to kill Steve, and from what she heard, she thought he had succeeded. She broke down and cried. Steve had actually escaped Orpheus's men, and overheard Kayla in agony thinking he had died. Once Orpheus left the room, Steve showed up at the doorway in her room....he and Kayla hugged emotionally.
Then it has the following on Marlena:
The ISA wanted Roman to help them locate the treasury bonds. However, Roman refused to help; so the ISA had their agent Orpheus kidnap Marlena to force him to help. While Roman was looking for the bonds, Orpheus found them and told the ISA that he'd give them the bonds in exchange for Marlena. The ISA conceded and so Marlena was then Orpheus' prisoner.
Orpheus blew up Roman's house and Marlena was believed to be inside. A memorial service was held for Marlena, but actually, Orpheus had kidnapped her. In April 1987, Roman found her on an island, where Orpheus had been keeping her for months. Orpheus sent her off in a plane, which Roman saw crash. Marlena, however, did not die. In 1991, she was found being held captive on the island of San Cristobal in the Carribbean. At some point between 87 and 91, Stefano got her and took her to San Cristobal, but the exact time is unknown.