Combine the orange juice, wine, sugar, and cinnamon stick in a saucepan. Split the vanilla bean, scrape in the seeds, add the pod, and bring to a simmer. Stir to dissolve the sugar. Simmer for 15 minutes to reduce and blend the flavors.
Make a slurry with the tapioca starch and water. Gradually whisk the slurry into the sauce and cook, whisking, until the sauce