Why, in the UK, do some workers wear orange safety jackets, some yellow?

There is no heath and safety rule regarding the specific colour of high visibility clothing, it must provide a high contrast with the background in which the person is working - day-glo yellow or fluorescent orange are the most likely colours

http://www.hse.gov.uk/workplacetransport/factsheets/clothing.htm

I can't give a reference for it, but workers in the track areas of the railways MUST wear orange (almost red) hi-vis and not yellow. Platform staff and security can be seen in yellow, but drivers and guards on the trains have orange to hand for any track side excursions that may be necessary. Source: travelling a lot on UK railways and talking with the staff. Outside the railways, it's up to the company concerned. Or the individual. Baloo has both colours but normally just carries a yellow lightweight top in his rucksack (and one in the car too).