Probably not.
Are you putting them in the downloads folder or in the Main folder? They need to be in the main folder, Z2F only. No folders. If you have that, then here's what I suggest -
Name the file WhaleOrca_Adult_F, just the main one for now. Now name the .z2f something with a Z. So like, Z- Cream Orca Variant. Put it in the main folder. Test the orca. If it is working correctly, it will overwrite (temporarily, till you change it again) the main skin and you will see it working.
If the skin works like that, then the problem lies in the coding, and you will have to overwrite one of the official skins in order to get it in the game.
If not, try _4. You may have another varient installed, perhaps.