Answer
Blue.
Work Step by Step
On another planet, if the sky were orange, that would mean that red, orange and yellow were predominantly scattered by particles in the atmosphere.
At sunrise or sunset, sunlight would take a long path through the atmosphere to get to the planet's residents, and a lot of the red-orange-yellow light would be scattered sideways, leaving a blue sunrise/sunset.
This is the situation on Mars. If you look for photos taken from the surface by Martian rovers, you'll see the effect.
