Lee would be losing his mind because the squad would make the decision to shelter in place at Orrick's house. He would find the quietest spot and basically hiss at anyone who came in or otherwise disturbed him. Except Mercy. He'd only leave his quiet spot at night, and find Mercy up late, baking, and talk with her over a cup of some kind of decaf tea. He'd enjoy that part a lot.
Mercy would be happily bemused, and pleased they were there, if not a bit overwhelmed to be around so many people at all times. She'd start trying new recipes, and bake aaaaaall the things. She'd get crafty too, and crochet or knit really terrible scarves and sweaters and socks.
Orrick would be the one person who still got to leave the house, being a general and fairly important to the workings of the city and kingdom as a whole. He'd be very concerned with safety and health, and go slightly overboard with cleaning whenever he's not working, and obsess about keeping his hands washed. And of course doing everything he can to not get sick or spread anything he does catch around.