huerfano

Dear Group,
I've come across something new to me.  I can't find my 7grgrandfather's, Miguel Anaya Villagran aka Villagran Anaya, baptismal/birth information, but on his 1719 informacion matrimonial to Angela Alcantara Navarrete, it says he's an orphan.  Does this mean that he was born to padres no conosidos? Then how did he get the compound surnames?  I've seen where parents have been named as adoptive parents on marriages, but not here. 
Their daughter, Pheliciana Ma Petra Anaya Villagran's baptismal entry doesn't name any grandparents.   How would one proceed with this line, or is it just a dead end?  Any guidance would be greatly appreciated.
Thanks so much,  Alice Blake