Memory_order_consume was added to the C/C++ memory model to support architectures like the Alpha, where indirecting through memory (which includes array indexing, etc.) need not create a true happens_before relationship. So you can have things like:
Assume: a = 1, p = &a, b = 0
Thr. 1 | Thr. 2
b = 1 |
memory_barrier | i = *p
p = &b |
Even though b=1 happens "before" p=&b within Thread 1, it is seen as happening after it by Thread 2. To overcome this, Thread 2 needs a barrier between the load of p from memory and the indirect load that assigns to i. Practically no other architectures have that quirk, and it only happens on Alpha because of its two separate cache banks.
Unfortunately, it has turned out to be infeasible to give memory_order_consume a proper weak semantics setting it apart from memory_order_acquire, given e.g. how common it is for indirections to be altered by compiler optimizations. So Ordering::Consume does not, as of yet, exist in Rust.