The sky can become dark orange because of particles in the air and also because of the wavelengths of blue and green colors becoming scattered.
It's all about the distance that light has to travel to get to our eyes, which is much farther when the sun is at the horizon than when it is directly overhead.
However, the longer wavelengths of light do not scatter as much and the sky becomes filled with yellow, orange and red.
Why does the sky sometimes turn orange after a thunderstorm?
Most thunderstorms occur in the late afternoon.
By this time of day, the sun is beginning to set.
The orange hue is caused by the same process that causes the vivid colors at sunsets.
And the skies are common following storms that move in just as the sun is setting.
Shorter wavelengths of light (blue) are scattered quickly, leaving only the yellow-orange-red end of the spectrum.
The color of the sun itself appears to change, first to orange and then to red.
This is because even more of the short wavelength blues and greens are now scattered.
Only longer wavelengths are left in the direct beam that reaches your eyes.
You see the longer wavelengths, and the sky appears red, pink or orange.