The story
A modern, nineteenth century derivation mimicking that of Ancient Greek ὀρθοδοξία (orthodoxía), using the stems of ὀρθός (orthós, “correct”) + πρᾶξις (prâxis, “action, deed; conduct, practice”), and the English suffix -y creating abstract nouns.
Etymology from Wiktionary, CC BY-SA 4.0.