In a separate bowl, mix egg yolks with sugar. Add vanilla, orange zest and juice, and butter. Fold into flour mixture.
Whip the egg whites with the lemon juice until stiff peaks form. Fold the egg whites into the flour and butter mixture.
Grease a Bundt pan and dust with flour. Pour the batter into the pan and bake for 40 minutes.
Meanwhile, melt the marmalade and water in a saucepan on the stove. When the cake comes out of the oven, flip out of Bundt pan and brush marmalade syrup slowly and evenly over the cake.