I don't know if Berephon has sources for Mercian, and mine are primarily Northumbrian, so he may correct these, but...
Horse-thief is going to be rather boring.
Horse = hors or hengest (yes, Hengstacer

) or stod or any variety of things for more specific meanings
Thief = theof (nima also works, as it's used in a few places to mean "one who takes")
So, horse-thief is Stodtheof. We can get more specific if you'd like to specific what gender, color, or whatnot you want to steal.
Orc-hunter is a bit tricky, because we have to actually use the word "orc" if we want to be accurate, since Tolkien got the term from Beowulf (l. 112, "orcneas"). The other obvious choices are, uh... unsavory in Tolkien's world ("ylfe," "aelf," etc. -- "elf," more or less). I'm not seeing any potential names aside from "Orcnehunta" (which is just plain ugly) or "Aelfhunta" (which may get you murdered). I'd recommend just not doing anything with "orc" anywhere in the name. I mean, we can pick vaguely related terms, but given that Tolkien's orc wasn't directly based on anything Old English knew, it's not a good idea if you aim for any level of authenticity.
And Spiderpig? Lots of options.
For spider: Grytte, spithra, lobbe, renge
For pig: Swin, pecg, for, hogg, fearh (young pig), su (sow), bar (boar)
I'm a fan of the first ones together: Grytteswin. (Pronounced something like groo-tuh-sween, with a trilled R. Look up how to pronounce the letter Y in Old English for guidance on the first part.)
HOW'D I DO?
[Edit: As for a name for a burglar, I think Porlock is awesome. It's actually a reference to Kubla Khan, which featured a "Person from Porlock" as an unexpected and unwelcome visitor. What sort of visitor could be more of either of those than a burglar?
But, for your name, it depends on what sort of burglar you want to be. Do you want to be the violent sort? Or maybe a highwayman? "Wegreaf" is the term for "highway robbery," and while I can't find an OE term correlating to "highwayman," you could use "Wegreafer." On the other hand, if you want to be the sort who robs houses, Husbrycer (or Husbrecher, to mix up the spelling a bit) would work, as would Hlothere. Regntheof is a good one, too -- "downright thief," or "arch-theif." But, then, I have a penchant for choosing character names which are wholly unpronounceable, which doesn't work so well in groups. In that case, Gripend or Saetner(e) would work. (It's actually Saet(n)ere, but the n adds character and the final e just confuses people in-game.)]
[Edit #2: I've omitted macrons for two reasons. First, because it's just easier. Second, because you can't use them in-game anyway. Be aware that a number of these words have long vowels.]