when I create a blank page with only a small rectangle filled with deep yellow color, the result (when I print it) is more like orange than yellow.
I wouldnt care if the shades were really close but in this case they are completely different.
It actually happens only in InDesign... Illustrator is okay!
Set your preferences in Bridge.
Then, your prints will match using your printer. (Bridge ensures that AI, InDesign and PS have the same settings for display output. (That's why Adobe named it "Bridge.")
If the printed colours match each other but are not correct according to your settings, (profile and) calibrate your printer.
