As a general rule for Germanic "multiple-word words", the last word is what it actually is and the other words just clarify/specify/describe that last word. So Apfelsaft is juice made of apples and "Saft" determines the gender, while Saftapfel would be an apple that's used to make juice and "Apfel" would determine the gender.
I don't think that "der" can mean "of." And as far as your second question, it depends on the word. For example:
sie = She, her, they, them
Sie = You
Of course, it can get really confusing if the word in question is the first word in a sentence. Because then it would be capitalized either way. In that situation, you would just have to try and figure which meaning to use by looking at the context. Hope this helps!
Some compound words take a "joining element" ( https://de.wikipedia.org/wiki/Fugenlaut ) between the two parts -- historically, this is sometimes related to a plural or genitive ending.
Nowdays, it's mostly lexicalised, i.e. whether such a joiner is used and, if so, which one (e.g. -s-, -e-, -en-, -n-, ...) is simply something to learn or to look up in the dictionary.
Orange-n-saft versus Apfelsaft is just how it is.
And you have e.g. Pflaume-n-saft and Tomate-n-saft but Kirsch-saft and Erdbeer-saft rather than Kirsche-n-saft and Erdbeere-n-saft. Why? Just how it is, I'm afraid.
Are all drinks masculine? Or is it just apfelsaft?
The noun Saft is masculine, and therefore all compound nouns that have Saft as the last element of the compound are masculine: der Apfelsaft, der Orangensaft, der Tomatensaft, der Erdbeersaft, der Kirschsaft, ...
But not drinks in general -- das Wasser (water) is neuter, for example, and die Limonade (lemonade) is feminine.