FWIW, Clever Mirage makes a few shotshells in a yellow-orange (really more yellow than orange though):
-T4 JK6 (12ga, 2-3/4", 36 gram)
-T4 Royal Game (12ga, 2-3/4", 40 gram)
Their T4 Bol D'or are a goldish-orange, in 12ga, 2-3/4", 24 and 28 gram. The 24 gram is an exceptional International Trap load. I think they have a sporting version of this one as well.
The "Orangest" one they make is a sporting clays load, the T2 Sporting, in 12ga, 2-3/4", 28 gram.
I remember looking over the catalog with Susan Nattrass too many years ago now - she was a huge fan of the Mirage shells and shot the black-hulled 'Granditalia' 24 gram loads a TON. Things might have changed, but I'd bet the Mirage T2's would fit what you're looking for... don't expect to find slug or buck in that loading though!
-M