$\textbf{Edit by afh:}$ Unfortunately this answer is not correct. I apologize, there is a small bug in one of the last steps in the argument below (the surjective morphism of flat schemes at the end does not need to be a closed immersion/isomorphism). In fact the statement of the proposition below is not true even if the base is a DVR and $G$ is etale and quasifinite. The proof below only shows that the set theoretic image is locally closed when the base is a DVR.
Let me add another answer addressing the first comment of the OP above, where he asks for possible hypothesis that ensure the orbit is locally closed. I hope I am not making a lot of mistakes. In summary, there is a positive answer to the question if one assumes that the scheme theoretic stabilizer $G_x$ of the section $x$ is flat.