Words used as a SINGLE adjective before a noun are hyphenated - BUT - when these compound adjectives follow the noun they usually are not hypenated.

In your example, I think all three of them are correct if they are preceding a noun. (But wouldn't necessarily be - The sunset was red orange. - would not be hypenated from the rule above.) In your third example (intense orange) intense is not part of the adjective, it's an adverb modifying orange.

Hope this helps. Puma