My opponent flips Morphing Jar, I chain Orange Light, then my opponent chains Book of Moon.

Does Morphing Jar get destroyed?

Morphing Jar is still destroyed as Orange isn't a targeting effect, so it does not require an Effect Monster to be face-up on the field for its effect to resolve.

Another ruling reference:

Doomcaliber Knight: Even if "Book of Moon", etc., is chained to "Doomcaliber Knight's" effect and flips the Effect Monster face-down, the Effect Monster's effect is still negated by "Doomcaliber Knight" and it is still destroyed.