If it takes 2 applications, the henna you are using doesn't have a strong enough dye content. I use
Ancient Sunrise Rajasthani Twilight from mehandi.com, which has a 2.8 dye content. I get auburn from putting it over my naturally blonde roots (I do full-head applications every 5-7 weeks).
Henna will always have an orange cast until it oxidizes, assuming you are using pure BAQ henna, and not the cheap garbage that too often has adulterants added to it. Even a high dye content henna like Twilight does that.
So what are you doing? Putting henna over a brown commercial dye? I would ditch the dye entirely and just use a high dye content henna like Twilight. It is expensive stuff, as you can see from the prices on the link I posted, but it is also certified pure by an independent lab, so you don't have to worry about adulterants. I've been using this brand of henna for 7 years myself.