Preheat oven to 325 degrees F (165 degrees C). Line a baking pan with aluminum foil.
Place the cranberries, orange juice, orange zest, and sugar into a pan. Bring to a boil, and cook, stirring occasionally, until almost all the liquid has cooked away, about 5 minutes. Remove from the heat, and cool.
Place cashews on prepared baking pan. Roast in preheated oven until golden brown, 10 to 12 minutes. Remove, and cool.
Mix the turkey together in a large bowl with the celery, mayonnaise, applesauce, salt, sage, thyme, and pepper until evenly blended. Fold in the cranberry mixture. Refrigerate at least 2 hours before serving.