Combine water, brown sugar, vinegar, orange zest, soy sauce, ginger, cayenne pepper, sriracha 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 1/2 cup of sauce and combine with cornstarch 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 cornstarch mixture into the sauce. Stir occasionally until thickened, 3 to 5 minutes. Remove from heat and let cool a bit, about 3 minutes.