Preheat your oven to 350°F (175°C) and prepare two 9-inch round cake pans by greasing and flouring them. In a large bowl, mix the cake mix, orange juice, vegetable oil, eggs, and orange zest. Beat everything together until it’s smooth, about 2 minutes.
Divide the batter evenly between the prepared pans. Bake for 25–30 minutes or until a toothpick inserted in the center comes out clean. Let the cakes cool for about 10 minutes in the pans before moving them to a wire rack to cool completely.
In a medium bowl, whisk together the vanilla pudding mix, cold milk, and vanilla extract until it thickens (this takes about 2 minutes). Then gently fold in the Cool Whip to create a light and creamy filling.
If using orange marmalade, spread a thin layer on the bottom cake layer. Add a generous amount of the pudding mixture, then place the second cake layer on top. Frost the top and sides with the remaining pudding mixture.
Chill the cake in the refrigerator for 1–2 hours to let it set. Before serving, garnish with whipped cream and orange slices or zest.