I have read from numerous sources that orange cheese does not exist without dye. I present to you 2 wheels of aging cheese that have turned orange. A Manchego (left) style with cow's milk and a cheddar (right). Both aged about 3 months, made from very rich high fat pasture fed Jersey's. The Machego style was brined, and both were 30 days brine washed with cheese cloth for any mold that appeared. They have both now turned orange, which is said not to exist.
I suspect the internal of the cheese is just still the rich yellow of pasture fed milk.