Stir sugar and water together in a heavy-bottomed saucepan until sugar has dissolved; bring to the boil, without stirring, until dark brown in colour. Immediately pour the caramel into a baking dish, swirling it around to coat the bottom. Set dish aside to allow the caramel to set.
Place milk, orange zest and vanilla pod in a saucepan; heat over low heat until just below simmering point.
Whisk eggs, egg yolks and sugar together in a bowl; remove vanilla pod and pour hot milk onto egg mixture, stirring continuously. Add liqueur, then pour mixture through a sieve on top of the hardened caramel.
Place dish in a roasting tin; fill the tin half-way with boiling water and bake in preheated oven for about 40 minutes, or until just set.
Chill the dessert in the fridge for at least for 2 hours; run a palette knife around the edges of the dish and turn out onto a serving platter.
Arrange the fresh orange segments around the creme caramel and serve.