I've never found Orange very good in the Lake District or for that matter the Scottish highlands (tho thats another story). Vodafone was fairly good up that way last time I was there, bit patchy but generally could get reception, O2 very hit and miss with getting reception at all but good when you got it.
EDIT: From a quick look at the coverage maps for that area Orange and Vodafone are pretty much identical for coverage and the best choice(s) by a mile compared to any other operator, O2 especially is really lacking in coverage there.