“Orange” is feminine – but it also starts with a vowel. Therefore the masculine never applies (and nor does the normal feminine).

It’s “de l’orange” and/or “à l’orange”.

Masculine ingredient – beurre (butter). Du beurre (butter and/or some butter) and/or au beurre (with butter).

Vowel starting ingredient. De l’orange (orange and/or some orange) and/or à l’orange (with orange – fruit or juice). Same works for “aneth” (dill) a masculine vowel-starting word.

300 centilitres de jus d’orange (30 grammes de feuilles d’aneth) par example (300 cl. of orange juice).

J’ai utilisé de l’orange (I used (some) orange) (or de l’aneth).

This recipe is “à l’orange” (cette recette est à l’orange) – this recipe is with/uses orange(s).

The word “orange” (fruit and/or juice, same as in English) starts with a vowel, therefore words like “de” and “à” take the form above.

Feminine form – (moutarde – mustard) de la moutarde (some) mustard or à la moutarde (with mustard).

Note that the “à la” construction can also apply to masculine methods of preparation – shorthand for “à la façon/mode de …” (“using the method of …”) – i.e. “tripes à la façon/mode de Caen …” (tripe Caen style).

If the method starts with a vowel, elision (as shown above) is necessary – “bière à l’irlandaise” – “beer, Irish style” (brune sans doute).

“du orange” or “au orange”?

None is correct.
How you would say it very much depends on the context. Examples:

• Jus d’orange, zeste d’orange

• Gâteau à l’orange (éventuellement : aux oranges), sorbet à l’orange

• Ajouter de l’orange – if you see “orange” as uncountable, juste like “de l’eau” (some water)