In a small bowl, place the gelatin sheet. Top with cold water and let soak, immersed, for about 5 minutes, while you prepare the curd.
In a medium saucepan, whisk together the sugar, defrosted orange juice concentrate, lemon juice, orange zest, and eggs.
Set the saucepan on low heat and cook, whisking constantly, until the mixture thickens and reaches about 80 °C.
Take the pan immediately off the heat and transfer the curd to a blender. Add the butter.
Drain and squeeze the softened gelatin sheets to remove the water. Add it to the blender. Blend the mixture until it is homogenous. The butter should have melted and mixed in.
Transfer to a container and refrigerate for a few hours while you make the other components.
Liquid cheesecake
Preheat the oven to 300 °F (150 °C). Grease a 9x5 inch (23x12.7 cm) loaf pan.
In the bowl of a standing mixer fitted with the paddle attachment, mix the cream cheese on low until smooth, about 2 minutes. Add the sugar and mix until it is completely incorporated and smooth, 1 to 2 minutes.
In a small bowl, gently whisk together the cornstarch and salt. Add the milk in a slow, steady stream, then whisk in the egg.
With the mixer on low speed, add the egg mixture to the cream cheese. Beat until the mixture is smooth, about 3 to 4 minutes on medium–low. Scrape down the sides of the bowl every minute to make sure all the ingredients are properly mixed in.
Pour the cheesecake batter into the prepared loaf pan. Place the pan in the oven. Bake for 20 minutes. After 20 minutes, gently shake the pan: The outside edges should be firm and the centre loosely set. If the cheesecake has not reached that consistency, allow it to cook for an additional 15 minutes. Mine took 35 minutes total to achieve set edges with a soft middle.
Remove the cheesecake from the oven, set aside to cool completely before using. Transfer to a large piping bag to make it easier to fill the pie later.
Keep the oven at 300 °F (150 °C) for the crust.
Saltine crust
Place the crackers in a medium bowl. Crush them with your hands to form crumbs with a little texture. Add the milk powder, sugar and salt, and toss to mix.
Add the butter and toss to coat. As you toss, the butter will act as glue, binding the dry ingredients to the cracker pieces and creating small clusters.
Take a 9-inch (23 cm) pie plate and line the bottom with a round of parchment (to make serving easier). Dump the cracker mixture into the plate.
Press the cracker crunch into the sides and bottom of the pie plate. Using your fingers and the palms of your hands, press in firmly, making sure to cover the bottom and sides evenly and completely.
Put the pie crust on a sheet pan and bake for up to 20 minutes (mine took 18 minutes). Cool the crust completely, then brush gently with melted white chocolate.
Assembly
Now that all your components are ready and have cooled completely, you are ready to assemble the pie.
Pipe the liquid cheesecake in the bottom of the pie crust in an even layer. Smooth with an offset spatula.
Whisk the curd to loosen it, then dollop it over the cheesecake layer. Smooth with an offset spatula.
Dollop the orange marmalade over the curd and smooth it with the back of a spoon, gently to not disturb the curd layer.
Chill the pie for a few hours in the freezer to set the layer and make unmoulding easier.
To serve, take the pie out of the freezer and use a knife or an offset spatula to separate the edges of the crust from the pan. This way you should be able to lift the entire pie out of the pan to cut it.
Cut the pie into 8 pieces. Store in the refrigerator.
Notes
Note if you do not want to use the liquid cheesecake filling, you can skip it and double the orange curd, which will yield the perfect amount to fill your pie crust.