Segment (or section) is the usual name for these portions of an orange (and similar fruits).
Beware of using this term in the presence of a geometer, however. To a geometer, a segment is a part of a sphere defined by two parallel planes (in other words, what we would normally call a slice.
What we call a segment of an orange is properly (geometrically) called a spherical wedge or ungula. (You may now safely forget these terms, unless you plan to spend a lot of time with geometers.)
Note that both section and segment derive from the Latin word for "cut" which is counterintuitive, as these sections are specifically pulled apart rather than cut.