"The grey cat has an orange fish."
Translation:Den grå kat har en orange fisk.
Because one is a colour and the other is a fruit. :)
The word orange is French, coming via the Spanish naranja from Arabian nāranǧ, which refers to the bitter orange fruit. The French referred to it as pomme d'orange, "orange apple", too, so there's the connection to the colour.
Appelsin, on the other hand, is a common name in central Europe, originated in older Dutch as appelsina. The fruit was imported from South China and the name simply means "apple from China".