Preheat oven to 350 degrees. Spray a 9-inch square glass baking dish with cooking spray. In a small heatproof bowl, melt butter and chocolate together. Stir with a fork until very smooth. Set aside to cool for a few minutes.
In a large bowl, whisk together sugar, eggs and vanilla. Pour in the slightly cooled butter and chocolate mixture and whisk until combined. Add flour and salt and stir until everything is just combined with no streaks of flour remaining.
In a medium bowl, beat the cream cheese, sugar, egg, orange juice and zest and vanilla with a hand mixer on medium speed until smooth.
Pour half the brownie batter into prepared pan and spread over bottom of pan evenly. Drop 9 scoops of the cheesecake batter (3 across, 3 down) on top of the brownie batter. Pour the rest of the brownie batter evenly over the top. Take a butter knife and gently drag through in lines, both across and down to swirl both batters together.
Bake for 35 minutes until cheesecake brownies are just set. Cool in the pan on the counter for about 30 minutes and then refrigerate for at least 2 hours before slicing and serving.