Is there a setting or way to have art files automatically renamed with the order number-job number?

Go to System Settings on the "Other" tab, you will see a "File Renaming" section.  You can set a template for naming various types of files.  You will see examples there with the variables for job and order name.  You can use the following variables:
The variables can be used together.  For example, %CLIENT_NAME%_%JOB_NAME% would produce something like Tucanna_TF00005.