The oranges will have lowered the OG. Yes they contain some sugar but at a lower concentration than you honey must, giving a net decrease in sugar concentration. But unless you added a lot, it won't have much impact.
I agree with brewcat, champagne yeast is what you want to get the fermentation to finish strong in a mead. WB-06 will stop early due to the alcohol levels. And keep an eye on the pH. If it drops too low, the yeast will take months to finish.