Can, unpasteurized, fresh squeezed orange juice cause harm to a fetus? I know unpasteurized milk and cheese should be avoided.

Be safe. If you are cleaning, peeling, and squeezing the fresh oranges yourself, the risk is probably low. If, however, you are not directly controlling the preparation, you should probably avoid pasteurized drinks during pregnancy.
Not a problem. The other items you mention have contact with body parts of a cow that can harbor worrisome germs that can persist & make you/baby sick unless pasteurized. Natural fruits do not harbor such germs.As long as you have cleaned/pealed and prepared a juice using sanitary precautions it is never a risk to you or baby.