No, not all orders have to be obeyed. According to the Queen's Regs (British Army law book) - if ordered to carry out an action that breaks the Geneva Convention you must refuse to carry it out. And further to that, the defence "I was only following orders" doesn't wash in any war crimes courts....
This doesn't apply to the Muslim RAF guy, there are no excuses for his "religous grounds" decision on as far as I'm concerned.