Section 346.31, Wis. Stats., states that a person making a U-Turn must turn into the left lane from the left-most lane. Section 346.33(1m), Wis. Stats., goes on to say that the U-Turn may only be made when it won't interfere with other traffic. So the blue car would have to turn in to the left lane and the orange into the right lane meaning they could turn simultaneously as stated above. Here's a link to the statutes
https://docs.legis.wisconsin.gov/document/statutes/346.33