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Fergus, given that lateral means side-to-side, it doesn't seem to be a very satisfying replacement for our use of 'orthogonal'. If we were to go back to Greek, the word part for side is <i>pleur</i>- or <i>pleuro</i>-, which would give us <i>diapleurol</i> to mean 'through the sides'. This would be obscure, and not particularly pleasing to the ear.
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So, what does orthogonal mean, anyway? <i>Ortho</i> means straight, upright or vertical, so <i>orthogonal</i> means a vertical angle. Yes, it also means intersecting or lying at right angles, but our slang use of the mathematical term is less awkward than such constructions as 'slides horizontally or vertically' or 'takes a single step up, down, left or right'.
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Another possibility would be <i>rectilinear</i>, but it only really means at a straight line, and does not really imply the motion is parallel to an axis.
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What's very curious is that English doesn't seem to have a convenient word for this concept.