If only life - or naval records - were that simple, Mark!
No, the monthly musters, which normally covered two (lunar) months (i.e. 8 weeks), were bound at a later date. Sometimes when viewing them at Kew it is immediately obvious that the individual monthly musters in a bound book have led very different lives, with varying degrees of 'dog-earedness', discolouration, water staining, etc.. I have come across books not only with missing months, but with the monthly lists bound in the wrong order, which gets very confusing until you look at the dates more closely!
So it is more likely the months are missing by accident rather than design.
But there were two sets of musters returned. As well as the monthly musters, there were General Musters or Open Lists, which covered twelve months before being returned. The Monthly Musters and Open Lists are both held in the same document series at the National Archives and are not distinguished in the catalogue. The Open Lists are supposed to have twelve months date columns on the right hand page, but I have never seen that. I suspect that the forms for monthly musters were often also used for the twelve monthly Open Lists, and more often than not, there are two muster books at the National Archives that will cover any given date, although starting and ending on different dates. I suppose these could also just be additional copies of the monthly musters. Can anyone answer this?
Anyway, in the case of the Orion, there are two muster books covering the dates in question:
ADM 36/11857 Ship: ORION 1795 Mar - 1799 Jan
ADM 36/11860 Ship: ORION 1797 Oct - 1799 Jan
There is also a pay book which will contain many of the same columns:
ADM 35/1213 Ship: Orion 1795 Oct. 1 - 1799 Jan. 6
So a trip to Kew should reap dividends!
The muster books also contain muster tables showing where the ship was at each muster - the name of the port or just 'at sea', and of course there are also the Captains and Masters logs which will have all the detailed movements.
But for the Orion, if you don't have it already, see also 'Memoirs and Correspondence of Admiral Lord de Saumarez, Vol. I by Sir John Ross':
http://www.gutenberg.org/ebooks/26031P.S. I am pretty sure the entry in the muster does not say 'Prest in'. Other examples of the word 'Prest' in the muster are quite different. I think the first word starts with 'R'.