The underdoped phase diagram of the iron-based superconductors exemplifies the complexity common to many correlated materials. Indeed, multiple ordered states that break different symmetries but display comparable transition temperatures are present. Here we argue that such a complexity can be understood within a simple unifying framework. This framework, built to respect the symmetries of the nonsymmorphic space group of the FeAs/Se layer, consists of primary magnetically ordered states and their vestigial phases that intertwine spin and orbital degrees of freedom. All vestigial phases have Ising-like and zero wave-vector order parameters, described in terms of composite spin order and exotic orbital-order patterns such as spin-orbital loop currents, staggered atomic spin-orbit coupling, and emergent Rashba- and Dresselhaus-type spin-orbit interactions. Moreover, they host unusual phenomena, such as the electronematic effect, by which electric fields act as transverse fields to the nematic order parameter, and the ferro-Néel effect, by which a uniform magnetic field induces Néel order. We discuss the experimental implications of our findings to iron-based superconductors and possible extensions to other correlated compounds with similar space groups.