It seems that it is OK that principal $O(n)$-bundle be constructed from non-orthogonal frames. For example, $(E,p,M)$ is a vector bundle and $P$ is the frame bundle. Then smoothly at each point $x$ of $M$ choose a frame in the fiber $P_x$. Then at each point $x$ let each element of $O(n)$ act on the chosen frame $f$ at $x$ to get a set $Q_x$, glue $Q_x$ together seems to get exactly the same as the principal $O(n)$-bundle constructed from orthogonal frames, or say, they are trivially identical.
Is that right? Does the gluing process need some property special to orthogonal frame?