I would caution you against deep clay pots for most orchids. Some paphs and phrags do well in deep pots, but usually the medium in those type pots will not dry evenly because of its depth-that is why orchid pots are usually shorter (azalea like) pots.

Regarding your question on packing peanuts and potting orchids: I highly recommend putting in the packing peanuts as I have found over the years as the medium breaks down, the packing peanuts will keep the roots from rotting because they still get air. With lava rock (which I also use), as bark mixes break down, they tend to fill in to the rock and compact. So, in answer to your question - totally based on my growing in a greenhouse where I water twice a week in warm months and once a week in cooler months- (and don't repot as often as I should) - I say yes, always use packing peanuts in the bottom of the pot when using a bark mix. JMHO

Cheers,
BD