Are you:
A flight recorder, AKA Black Box
My color like coal, or being in a hole.
Black as coal, at least in name
My skin is hardcore, a steely abode.
A flight recorder is encased in a hard, steel box.
When things turn sore, me you procure.
In a flight disaster, the black box is searched for...
'Cause I remember why the dismember.
...because it records (remembers) what has happened
I have orange hue, you were tricked, too.
Despite the nickname, a "black" box is actually orange - which also explains the title "It is not what it's called" - a black box, is in fact not a black box.