Why do the shades turn orange sometimes?

It depends on the type of pigment that the hair has; the darker the natural hair, the reflections can give reddish, or reddish orange, or yellowish orange.

Also, after a time of coloring, if the hair is dark and highlights were made, they can turn orange.
There are ways to improve the color without having to go through the coloring process again, for example, toning and/or using a shampoo like Color Intensifier (always depending on the hair color).