Combine the apples, berries, sugar, orange zest and juice for the compote in a small saucepan. Stir to mix well and bring to a simmer. Let it cook down until the apples have started to soften, then remove the fruit with a slotted spoon to a bowl.
Leave the juices in the pot and continue cooking at a steady simmer, until a syrupy sauce forms. This will take about 10 minutes. Allow to cool slightly.
Place the softened cream cheese in a bowl and combine with a couple of tablespoons of the syrup, and set aside. Mix the remaining syrup with the fruit you set aside prior.
In a shallow dish, combine the eggs, milk, orange juice and zest for the French toast, sugar, nutmeg, cinnamon and a pinch of salt. Whisk with a fork until well combined.
On four of your eight slices of bread, spoon a couple of tablespoons of the cream cheese and berry mixture and spread to about 1/4" from the edges. Top with the remaining slices of bread. Melt your butter in a skillet over medium heat, dip your stuffed French toast into the egg mixture - dip both sides - and place in the skillet. Do this in batches if necessary, adding more butter for each batch if needed. Cook each side until browned and crisp before turning and repeating on the other side. This can take 3-5 minutes per side, depending on your burner's temperature. Low and slow is better than fast and burnt with still-cold filling.
Remove to a plate and top with the citrus-apple-berry compote!