By late afternoon, the sun is becoming more orange. Its rays must traverse more space in the atmosphere to reach us, so the light diffusion, colliding with the suspended dust particles, is greater.
Sunlight is white, but decomposes, within the visible spectrum, in different colors (the rainbow).
The blue light is more often than red and yellow, or what is the same, its wavelength is shorter. This makes their diffusion is greater, largely lost in the atmosphere.
The orange colors, having a wavelength greater, hardly deviate, more directly reaching us, so we see this light spectrum predominantly.
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