Using realistic multi-orbital tight-binding Hamiltonians and the T-matrix formalism, we explore the effects of a non-magnetic impurity on the local density of states in Fe-based compounds. We show that scanning tunneling spectroscopy (STS) has very specific anisotropic signatures that track the evolution of orbital splitting (OS) and antiferromagnetic gaps. Both anisotropies exhibit two patterns that split in energy with decreasing temperature, but for OS these two patterns map onto each other under 90 degree rotation. STS experiments that observe these signatures should expose the underlying magnetic and orbital order as a function of temperature across various phase transitions.