Here's the thing, "orange" is too much for the effect you're after. All you want to do is warm up the flash to not be so obviously colder than the daylight, especially as the color of the sun gets warmer closer to sunset. Earlier in the day, I would use a light straw (yellow) gel, but as we get within an hour of sunset, I go to a "Bastard Amber", which is pinkish yellow theatrical gel. This one from Rosco, but they're all pretty standard. Here's a shot of Christy Hemme, close to the cloudy lighting you had, with a sample of the actual gel color:
Regards,
Andy Pearlman
Andy Pearlman Studio