TITLE: Does such an infinite index subgroup exist?
QUESTION [13 upvotes]: Notation: If $G$ is a countable group and $H$ is a subgroup, for $g\in G$, let $|\mathcal{O}_{gH}|$ be the size of the $H$-orbit of $gH$ in the $H$-set $G/H$. 
Does there exist a countable group $G$ and a subgroup $H$ with $[G\colon H]=\infty$ such that:

There is a $g\in G$ with $|\mathcal{O} _{gH}|\neq |\mathcal{O} _{g^{-1}H}|$,
$|\mathcal{O} _{gH}|=\infty$ if and only if $|\mathcal{O} _{g^{-1}H}|=\infty$, and
There is a constant $M>0$ such that $\displaystyle \frac{|\mathcal{O} _{gH}|}{|\mathcal{O} _{g^{-1}H}|} \leq M$ for all $g\in G$ with $|\mathcal{O} _{gH}|,|\mathcal{O} _{g^{-1}H}|\neq \infty$.

For instance, 2 and 3 above would be satisfied if:

If $|\mathcal{O} _{gH}|\neq |\mathcal{O} _{g^{-1}H}|$, then $0< |\mathcal{O} _{gH}|,|\mathcal{O} _{g^{-1}H}|\leq M$ for some $M>1$ independent of $g$.

REPLY [7 votes]: I believe (1 and 2) and (3) are mutually exclusive. Here is a proof:
First, the commensurator 
$$
Comm_G(H) = \{g\in G : |\mathcal{O} _{gH}|, |\mathcal{O} _{g^{-1}H}|<\infty\}
$$ 
is a group. We will show:

Lemma: $\varphi\colon Comm_G(H)\to \mathbb{Q}_{>0}$ by 
  $g\mapsto \displaystyle\frac{[H\colon H\cap gHg^{-1}]}{[H\colon H\cap g^{-1}Hg]}$
  is a homomorphism.

From the lemma, if we assume there is a $g\in Comm_G(H)$ such that $\varphi(g)=x>1$ (criteria 1 and 2), then the order of $g$ must be infinite, since $x>1$ implies $x^n>1$ for all $n\geq 1$. Since the order of $g$ is infinite, criterion 3 cannot hold since eventually $\varphi(g^n)=\varphi(g)^n=x^n>M$ for any $M>0$.
Proof of the lemma:
We must show $\varphi(g_1g_2)=\varphi(g_1)\varphi(g_2)$. Define the following constants:

For $i=1,2$, $a_i = [H\colon H\cap g_iHg_i^{-1}]$ and $b_i = [H\colon H\cap g_i^{-1}Hg_i]=[g_iHg_i^{-1}\colon H\cap g_iHg_i^{-1}]$
$a=[H\colon H\cap (g_1g_2)H(g_1g_2)^{-1}]$ and $b=[(g_1g_2)H(g_1g_2)^{-1}\colon H\cap (g_1g_2)H(g_1g_2)^{-1}]$

Note that since $x\mapsto g_1xg_1^{-1}$ is an automorphism of $G$, we have:

$a_2=[g_1Hg_1^{-1}\colon g_1Hg_1^{-1}\cap (g_1g_2)H(g_1g_2)^{-1}]$ and $b_2=[(g_1g_2)H(g_1g_2)^{-1}\colon g_1Hg_1^{-1}\cap (g_1g_2)H(g_1g_2)^{-1}]$

Now look at the subgroup $K=H\cap g_1 Hg_1^{-1}\cap (g_1g_2)H(g_1g_2)^{-1}$, and define

$a_1'=[H\cap (g_1g_2)H(g_1g_2)^{-1}\colon K]$
$a_2'=[H\cap g_1Hg_1^{-1}\colon K]$
$b_1'=[g_1Hg_1^{-1}\cap (g_1g_2)H(g_1g_2)^{-1}\colon K]$

which are all finite, since if we have a quadrilateral of groups $L_1\cap L_2\subset L_1,L_2\subset G$, we must have $[L_1\colon L_1\cap L_2] \leq [G\colon L_2]$. Now since index is multiplicative, we have

$a a_1'=a_1a_2'$
$ba_1' = b_2 b_1'$
$a_2b_1'=b_1a_2'$

Solving for $a$ and $b$, we get
$$
\frac{a}{b} = \frac{a_1a_2'}{a_1'}\frac{a_1'}{b_2b_1'}=\frac{a_1a_2'}{b_2b_1'}.
$$
Now note that $\displaystyle \frac{a_2'}{b_1'}=\frac{a_2}{b_1}$, so we have
$$
\varphi(g_1g_2)=\frac{a}{b} = \frac{a_1}{b_2}\frac{a_2}{b_1}= \frac{a_1}{b_1}\frac{a_2}{b_2}=\varphi(g_1)\varphi(g_2).
$$