Here's a no-drama way to test this.
The controlled bulb and the test bulb should be the same wattage incand. bulb.
Substitute the test bulb for the switch. If the both bulbs light dimly, 'cause they're running on 60v, a hard wire connection or closed switch contacts will not cause problems.
Try both switch positions and run the test lamp from each blue wire one at a time to the orange wire, four tests total.
Tracing wires that don't seem to go anywhere is next week's or next month's post!