You just made orange jam. smileys/wink.gif Since you took all of the peel off, except for the zest. . .
In essence you made jam/orange spread--which is perfectly good, but not a real marmalade.
One of the reasons your marmalade stayed thin is that most of the pectin was in the peel/section dividers that you left out. I have made lemon marmalade that not only used the lemons thinly sliced, peel and all, but also had me save the seeds from the lemons, place them in cheesecloth and soak the seeds in water to then add to the marmalade to help thicken it; I guess there is a lot of pectin in/around the seeds. Also, since you used seedless oranges(navels, right?) the marmalade probably would have had it's bitter qualities as navels are known for this in their peel and stored juice.
I am with you though; I don't like orange marmalade because it is usually bitter, too bitter for me. I will have to save and try your version of the recipe!