Answer: Based on your description I am not certain what is happening to your cucumbers. I wonder if you may have inadvertently planted pickling cucumbers, or the heirloom lemon cucumber, or some type of small summer squash. With cucumbers, turning yellow or orange idicates it is over-ripened. You might try picking one sooner and see how that tastes? In the meantime, here is a photo someone took of the lemon cucumber, I havbe grown them and it really matches your description quite well.
I hope this helps.
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