No. I'm assuming the orange lights you're talking about are the running or clearance lights on the front of the roof going 5 across. The third brake light is on the rear of the roof just above the back window. I'm also assuming you actually have one. I know they were mandated to be on cars in the mid-late 80's but that it was some time before they were on trucks. Is it possible that your '95 doesn't have one? I just assumed that they all did.
Also, what BDaugherty mentioned about the A/C is a real possibility. In fact, that is how I got into this conversation with my dealer in the first place. They had just done some A/C work in that area and I figured the water was coming from there. They looked at it twice and thought they got it, but then mentioned the 3rd brake light as another possiblilty when it continued to leak. In the end, they used a technique where they put some sort of smokey vapor in the cabin with all the doors and windows closed and waited to see where it came out. They found a leaking seal somewhere with this and fixed it. I wish I could tell you where, but they didn't tell me. Since they did it for free, I wasn't going to push my luck.