Combine water, brown sugar, vinegar, orange zest, soy sauce, ginger, cayenne pepper, hot chilli sauce, white pepper and cayenne pepper in a saucepan over medium heat. Cook and stir sauce until sugar is dissolved, 3 to 5 minutes.
Remove a ladleful of sauce and combine with cornflour in a small bowl. Whisk until well blended and orange zest starts to dissolve.
Raise heat under the saucepan and bring the sauce to a slow boil, about 5 minutes. Mix cornflour mixture into the sauce. Stir occasionally until thickened, 3 to 5 minutes. Remove from heat and let cool a bit, about 3 minutes.