SQL Alter: add multiple FKs?
ALTER TABLE ORDERS
ADD FOREIGN KEY (customer_sid) REFERENCES CUSTOMER(SID),
FOREIGN KEY (customer_sid2) REFERENCES CUSTOMER(SID2),
FOREIGN KEY (customer_sid3) REFERENCES CUSTOMER(SID3);
The second code block from your question:
ALTER TABLE ORDERS
ADD FOREIGN KEY (customer_sid) REFERENCES CUSTOMER(SID),
ADD FOREIGN KEY (customer_sid2) REFERENCES CUSTOMER(SID2);
will take care of what you are trying to do.