Melt butter in a large saucepan over medium heat. Add the onion and garlic; cook and stir until tender, about 5 minutes. Stir in the orange juice, cider vinegar, lemon juice, lemon slices, maple syrup, Worcestershire sauce, tomato sauce, molasses and brown sugar. Season with dry mustard, salt, chilli flakes, cumin and paprika. Simmer for 45 minutes to 1 hour. Remove lemon slices before using.