No, methyl orange will decay at 300‒500 °C. It represents an azo dye: sodium 4-[(4-dimethylamino)phenylazo]benzenesulfonate, and the azo functional group would not survive heating at 300‒500 °C. Methyl orange can break down to mutagenic radicals at various conditions, so be careful when handling solutions of it.

I would expect it to undergo thermal decomposition/charring well before you reach 500°C.