I just got a Honeywell CT3611 programmable thermostat for my Ruud
multistage heat pump. While labeling and connecting the wires, I
discovered to my horror that my old Ruud thermostat had two
unconnected wires inside - one colored black and the other colored
orange. At the same time, it also had 3 unused terminal screws - named
O, L, and E. My question is what do I do with these 2 unconnected
wires. Do I just leave them just like before, i.e., unconnected to
anything, or should I try to connect them to either one of the O, L
and E screw terminals on the new Honeywell? How do I know which wire
goes to where?

Everything else looks OK:

X goes to C
R goes to R
Y goes to Y
W2 goes to W2
G goes to G
B goes to B

Note I am connecting the B on the Ruud to the B on the Honeywell, and
not to the C, since C is already connected to X and there is no O
connection. I hope this is correct.

I tried calling Honeywell Customer Service but they are closed on
weekends.
Meanwhile we are expecting a frost here near DC tonight.

Any assistance will be appreciated. Thanks.