Just when you enter the orphanage there is a shop to the left of the cashier. I bought a lot of notebooks with elephants on them there. They make good presents and the paper inside is special.
If you want more commercial souvenirs then you may buy them in the alley that takes you and the elephants down to the river. The whole street is lined with souvenir shops.
At the elephant orphanage there is a shop selling paper,writing books envelopes etc all made from elephants dung.