Yellow and red feather colours in birds come from carotenoid pigments obtained in the diet and deposited into growing feathers. A waxwing's tail band is normally coloured by carotenoids from native fruit. Introduced Morrow's honeysuckle and related species contain rhodoxanthin, a red carotenoid absent from the native diet.
When a waxwing grows its tail feathers while feeding on these fruits, rhodoxanthin is deposited alongside the usual pigments and the band shifts from yellow towards orange. Orange-tailed waxwings were first reported in the northeastern United States in the 1960s, coinciding with the spread of the shrubs, and the mechanism was confirmed by feeding trials in which captive birds grew orange bands on a rhodoxanthin diet.
The key point is that the change is not genetic. It appears only in feathers grown while the bird is eating the fruit, so it can vary between moults within one individual. It is a diet record written into plumage, and the same pigment shift has been reported in Kentucky warblers and other species eating the same fruit.