I think @Dan Guzman is right.

The NCI_UNQ_001_PO_Concept_Status index on the Orders table is ready and active, so it has protected your data from duplication.

The error message "Cannot insert duplicate key row in object 'dbo.Orders' ..." means that you tried to insert data into the Orders table from somewhere and this index did not allow it - very correctly. So, look for duplication in the source table.