Orianna has the ability to throw her ball to allied champions to give them a shield with Command: Protect. The ball then can be used as the point of origin for her other skills.
Elise has the ability to rappel into the air and drop onto an enemy. This ability makes her untargetable by enemies but DoT effects continue to effect her. Since the shield/ball from Orianna is a buff I assume it would stay.
However, I wanted confirmation that when she landed she still had Orianna's ball on her or if it depended on the distance traveled (since the ball has to stay within a certain radius of Orianna) since Command: Protect still respects the ball leash range.