Does there exists a Lie group $ G $, a finite dimensional representation $ \pi: G \to GL(V) $, and a vector $ v \in V $ such that the orbit $$ \mathcal{O}_v=\{ \pi(g)v: g\in G \} $$ is diffeomorphic to the Klein bottle?
The Klein bottle, $ K $, is homogeneous for the special Euclidean group of the plane $$ SE_2= \left \{ \ \begin{bmatrix} a & b & x \\ -b & a & y \\ 0 & 0 & 1 \end{bmatrix} : a^2+b^2=1 \right \} $$ Because there is a one parameter group $ H $ of translations up each vertical line $$ H= \left \{ \ \begin{bmatrix} 1 & 0 & 0 \\ 0 & 1 & y \\ 0 & 0 & 1 \end{bmatrix} : y \in \mathbb{R} \right \} $$ There is also an element that shifts horizontally by one unit $$ b:=\begin{bmatrix} 1 & 0 & 1 \\ 0 & 1 & 0 \\ 0 & 0 & 1 \end{bmatrix} $$ If we mod out $ SE_2 $ by the group generated by $ \langle H,b \rangle \cong \mathbb{R} \times \mathbb{Z} $ we just get a torus. Now if we include the rotation by 180 degrees $$ r:=\begin{bmatrix} -1 & 0 & 0 \\ 0 & -1 & 0 \\ 0 & 0 & 1 \end{bmatrix} $$ Then mod out $ SE_2 $ by the group generated by $ \langle H,r,b \rangle $ we get the Klein bottle $ K $. Since $ \mathbb{Z}=\pi_1(SE_2) $ and $ \pi_0(<H,r,b>) =<r,b> \cong \{ \pm 1 \} \rtimes \mathbb{Z} $ then we must have $$ 0 \to \mathbb{Z} \to \pi(K) \to \mathbb{Z} \rtimes \{ \pm 1 \} \to 0 $$ So we can conclude that $ \pi_1(K) \cong \mathbb{Z} \rtimes (\mathbb{Z} \rtimes \{ \pm 1 \}) $. It turns out that this particular semidirect product is isomorphic to the simpler semidirect product $ \mathbb{Z} \rtimes \mathbb{Z} $ with presentation $ <a,b:abab^{-1}> $ . Thus $ \pi_1(K) \cong \mathbb{Z} \rtimes \mathbb{Z} $ (this fact can be verified using the Seifert-Van Kampen theorem and the fact that a Klein bottle is a connected sum of two projective planes)
As Steve D pointed out below, since the klein bottle has orientable double cover the torus then by applying LES of homotopy to the $C_2$ principal bundle we have $$ 1 \to \mathbb{Z}^2 \to \pi_1(KB) \to C_2 \to 1 $$ So the fundamental group is virtually abelian.
