So, inside this orange there is this "alien" thing. Before I want to say that this is GMO, I need an reasonable explanation about this. What is this thing?
Preface: This answer is based solely on the search result. I'm not a gardener and I don't have any gardening knowledge to sufficiently answer this with full certainty.
Looking at the picture, it seems the most prevalent thing is the blackening of the core. Researching that gave results to a similar symptom from Alternaria/Black rot. This is caused by Alternaria spp. (e.g. Alternaria citri, Alternaria alternata), a fungal plant pathogen.
Some research papers on this:
Fig. 1. Sweet orange ( Citrus sinensis ) inoculated with conidia of Alternaria alternata and evaluated 21 days postinoculation for symptoms of black rot. A, Unwounded and surface inoculated with isolate LM rot-1, black rot rating = 0; B, wounded and inoculated with isolate RL spot-4, black rot rating = 1.0; C, wounded and inoculated with isolate LM rot-1, black rot rating = 2.0; D, wounded and inoculated with isolate OR citri-1, black rot rating = 3.0.
Definitely looks like something from a sci fi/horror movie! Black areas within oranges are usually caused by a fungal pathogen - it enters most often at the 'navel' end of the orange and then spreads inside the fruit in varying degrees. It most often spreads up the central area, but can appear as small black areas in some of the cells of the orange. However,there is usually a small black or brown spot on the skin outside too, and internally, the spread is definitely sooty black, not greenish grey.
I've never seen a structure like that in association with a fungal infection; it's not impossible, but it's much more likely there might be another explanation - some kind of infection (fungal or otherwise) or randomly occurring DNA disruption has caused a mutation in the cells of the orange, creating this growth, rather than its just being the usual black rot.
It's unlikely to be related to GMO - these things do occur quite naturally, including in human beings, unfortunately.