Boil water, sugar, oil, salt, orange zest, caraway seeds and fennel seeds in a saucepan for 3 minutes. Cool until lukewarm
In a large bowl, whisk together 1/2 the plain flour and yeast. Stir in cooled orange zest mixture. Beat with an electric mixer on medium speed for 2 minutes. Blend in eggs. Add 1/2 of the remaining plain flour, and beat 1 minute on medium speed. Add rye flour and enough additional plain flour to make a stiff dough.
Turn dough onto a lightly floured surface. Knead for 8 to 10 minutes, or until smooth and satiny. Shape into a ball. Place in lightly oiled bowl, turning to oil the surface. Cover with a damp cloth, and place in a warm spot. Allow to rise for 1 1/2 hours, or until doubled.
Punch dough down, and divide in half. Shape into 2 balls. Let rest for 10 minutes. Shape into 2 loaves, and place into ungreased 23x13cm (9x5 in) loaf tins. Brush with oil. Allow to rise for 1 hour, or until doubled in size.
Bake at 200 C / Gas mark 6 for 30 to 35 minutes, or until done.