Each piece of fruit looks like a hollowed out flower bud.
After searching yellow-orange flower bud fruits of Southeast Asia and looking at many photos, I finally came to the conclusion that the fruit is "Jackfruit". Although most of the photos showing the inner fruit of Jackfruit online look like a lighter yellow color, I did see some that are more the yellow-orange color of the fruit we received. We often see these large pods at makeshift fruit stands along the road and often with the more round pod which we think is Durian. We have wanted to try the jackfruit but never got around to it as we didn't know how to cut the pods, or where to buy the fruit already cut. Well, now we know and we will be looking out for more of it!