The orange menu is obtained from a ghostly Oreko in an area where melancholic music plays, implying that Oreko died at some point, but still wants to help in anyway she can.
In Rust's endgame, Little Oreko is found dead in the Hospital. Oreko is also found in the Deadhole, the only place you find her while playing as Rust. After interacting with her, she fades away, and afterwards appears nowhere in the game.
In the Parade ward of the hospital, you can find a younger version of Sabitsuki. She's bedridden and attached to an IV. If you level up the erosion counter, her condition deteriorates and more wounds appear on her body until she looks inhuman.
Sabitsuki's situation in general. From what can be gathered from the game and theme, she's a girl infected with "rust", some kind of horrific (possibly fatal and/or sexually transmitted) wasting disease that's deteriorating her both mentally and physically, shut up in her room with no contact to the outside world. She's obviously faced a lot of suffering in her life, and it's heavily implied that the only two friends she had (Oreko, and the yellow-dressed girl) are gone forever. See also this analysis on Sabitsuki's self-identity.
The "Vomitgirl Event", where we see a mysterious girl in a yellow dress standing on near the edge of a cliff and that we can't reach her, while rather sad music plays. According to speculations, the girl was someone Sabitsuki knew and that something tragic happened.
analysis on Sabitsuki's self-identity.