Preheat the oven to 350ºF. Butter the inside of a 9 x 5 by 3 inch loaf pan. Finely grate the zest of the oranges. Squeeze Juice 1of the orange and reserve.
In a large bowl, whisk together the yogurt, sugar, saffron and eggs. Add the vegetable oil, lemon zest and lemon juice, orange zest, orange juice and vanilla bean seeds. Add the flour and baking powder whisking until just combined. Do not over mix.
Pour the batter into prepared pan. Bake until a knife inserted into the center of the cake comes out clean, 30 to 40 minutes.
The cake will be dark golden on top and should pull away just a bit from the sides of the pan.
If the crusts begin to darken too much, cover the cake with a piece of aluminum foil. Cool in the pan on a wire rack for 10 minutes. Invert the cake onto a wire rack, remove the pan and cool completely.