Make the orange beurre blanc: Bring wine, 1/2 cup orange juice, and the shallots to a boil in a large skillet. Cook, stirring occasionally, until reduced to 3 tablespoons, about 10 minutes. Whisk in cream, and cook until reduced by three-quarters, about 2 minutes. Reduce heat to low. Add butter, 1 piece at a time, whisking after each addition. Strain into a heatproof bowl, and add remaining 2 tablespoons orange juice and the zest. Season with salt and pepper. Thin with water if too thick. Cover to keep warm.
Make the asparagus: Preheat oven to 475 degrees. Toss asparagus and oil on a rimmed baking sheet. Season with salt and pepper. Roast until golden, about 8 minutes.
Make the French toast: Whisk together eggs, cream, zest, salt, and pepper in a large bowl. Pour mixture into a 9-by-13-inch baking dish, add brioche, and soak, 2 minutes per side. Melt butter in a large skillet over medium-high heat until sizzling. Add brioche, and cook on 1 side until golden brown, about 4 minutes. Flip, and cook until golden brown, about 2 minutes more. Top each slice with asparagus, and drizzle with orange beurre blanc. Serve with remaining beurre blanc.