I’ve never seen this behavior described, much less filmed. I’ve seen reports of bees bringing in orange “pollen”, but I wonder how much of it is actually lawn rust fungus. There isn’t anything blooming that I know of with orange pollen in my region (Southeast Pennsylvania, USA) this time of year. What do they do with it? I don’t know. Honeybees will collect many different powdery substances (coffee grounds, bird feeder dust, sawdust, etc.) this time of year when no pollen is available.