To make the dough, In the bowl of a stand mixer, add the yeast, 1 teaspoon of sugar and warm milk and stir together. Set it aside and let it rest for 5-10 minutes to activate the yeast and let it bloom.
Attach the bowl to your stand mixer with the dough hook attached. Add the remaining sugar, eggs, orange zest, vanilla and salt to the yeast mixture. Mix on low, slowly adding in the flour until it comes together.
Add the softened butter, 1 tablespoon at a time until it is all incorporated. Mix on low speed for 10 minutes until the dough is smooth and elastic and pulls away from the side of the bowl. If the mixture is too dry, add a little more milk, 1 tablespoon at a time.
Remove the dough, grease the bowl lightly with oil and then replace the dough. Cover and let it rise until it doubles in size (about 2 hours). After dough has doubled, place it in the fridge for 30 minutes.
Prepare the filling by mixing all of the ingredients in a bowl.
On a floured surface, roll out the dough into a 16x12 inch rectangle. Spread the filling over the dough, leaving a 1 inch border on the longer sides. Starting at a short side, roll the dough into a log and pinch the ends together to seal. Slice the roll lengthwise, leaving it attached a little at one end. Twist the 2 sliced strands around each other and place in a greased loaf pan, cut sides up. Cover and let it rise for 1 hour until it doubles in size again.
In a small saucepan, make the syrup by bringing sugar and water to a simmer. Stir until the sugar dissolves (a minute or so). Remove from heat and let it cool.
Preheat oven to 350F. Bake for 30 minutes. Brush with the sugar syrup and bake for an additional 10 minutes or so until it is a nice golden colour.
Brush additional syrup over the baked loaf. Let it cool for 5 minutes, then transfer the loaf to a cooling rack to cool completely.