Wool needs to be dyed with an acidic product to set it. Orange juice is an effective dye medium and contains citric acid.
Of the prime colours, red is the easiest to remove, followed by blue and the most difficult is yellow. I'm not surprised that you were unsuccessful.
To progress any further, and without any guarantee, advanced stain removal processes would be required. You did the right thing to stop when you did.
I'd have advised the customer that the spillage had caused colour damage to her carpet and recommended approaching her house contents insurer.
Safe and happy cleaning

Ken