The orange colour just means that Battery Saver is on. You may have inadvertently set a schedule that turns it on too soon, or you may have turned it on yourself. Check at Settings > Battery > Battery Saver.
This may also explain why AOD only works while the phone is charging (AOD uses more battery and would be turned off to save battery).
A bit weird that when turning on AOD in the settings the phone does not warn the user that Battery Saver is on and that AOD won’t work as long as Battery Saver is on