There are a number of ways around this.
One of them is to render the scene in multiple passes. Or to do so with multiple cameras, one in orthographic mode the other in perspective and only show some objects in orthographic mode and only show others in perspective mode.
One of them is to render the scene in multiple passes. Or to do so with multiple cameras, one in orthographic mode the other in perspective and only show some objects in orthographic mode and only show others in perspective mode.