While Baume du Doge does indeed have orange and incense, it's very sweet all the way through and unfortunately not dark or smoky at all. I wish it was, because I too am looking for a 'dark orange' scent as such.
I don't know of a good dark smoky orange incense. The closest I've found is with lemon in Memoir Man. Dark, smoky, lemony frankincense and woods.
Another thought: it's not really all that dark or smoky, but it is an incensey orange - L'Anarchiste by Caron.