You can get orange leads with or without earth, it depends if the flex is 3 core (earthed) or 2 core (not).. The 2 core are often specific for garden tools, strimmers etc, and usually have a 2 round pin plug on the tool end to match the short cable and plug on the tool.
An extension with a socket for 3 pin plugs would most likely be earthed, but if in doubt pop the top off the plug to verify it's 3 core with earth attached.