I can't be sure if I've had orange urine or not. I know that it remains dark the whole time and does change colours and shades somewhat but don't recall orange in particular.
My first thought if it was worrying you at all would be to look up what orange urine could be a sign of and rule out any major issues. The other concern is that the orange could be a sign of blood in the urine, and I would consider that. My next thought is that without other symptoms to worry me I wouldn't be concerned. The body is still functioning well, the kidneys are still doing their job well also. The main thing is to keep alert for signs of dehydration as you are no doubt doing.
Sorry I have no specific experience or advice for you, just more or less how I'd react if it were me. :) If I'm feeling good I usually take that as encouragement to keep going the way I'm going. I would say the change in colour is just from adding water to your kidneys from outside after being Dry for two days. Just a guess but it would probably be my guess- a little flush to that system similar to flushing the bowels maybe after a 'normal' fast.