First, make the sauce. Sift the cocoa into a small saucepan, add all the other ingredients, then warm over a medium-high heat, stirring. Allow to bubble hard for 1 min to make a glossy sauce. Spoon 4 tbsp into the base of a lightly buttered, traditional 1.2 litre pudding basin.
Leave the rest to cool, stirring occasionally. Put a very large pan (deep enough to enclose the whole pudding basin) of water on to boil with a small upturned plate placed in the base of the pan to support the basin.
Zest the orange, then cut the peel and pith away, and cut between the membrane to release the segments. Put all the pudding ingredients, except the orange segments, in a food processor and blitz until smooth. Add the orange segments and pulse to chop them into the pudding mixture. Spoon the mixture into the pudding basin, smoothing to the edges.
Tear off a sheet of foil and a sheet of baking parchment, both about 30cm long. Grease the baking parchment and use to cover the foil. Fold a 3cm pleat in the middle of the sheets, then place over the pudding, greased baking parchment-side down.
Tie with string under the lip of the basin, making a handle as you go. Trim the excess parchment and foil to about 5cm, then tuck the foil around the parchment to seal.
Lower the basin into the pan of water, checking that the water comes tw o-thirds of the way up the sides of the basin, then cover the pan with a lid to trap the steam and simmer for 1 1/2 hours.
Carefully unwrap the pudding – it should now be risen and firm – and turn out of the basin on to a plate. Spoon over some warmed sauce and serve the rest separately with slices of the pudding.