Preheat the oven to 400 degrees F. Position a rack in the top third of the oven.
Dry the snapper very well inside and out. Score the skin twice on each side. Season inside and out with 1 1/4 teaspoons salt. Stuff the cavity with the rosemary, oregano and orange slices and close the belly around the filling.
On a rimmed baking sheet, toss together the capers, orange and red bell peppers, onions, red pepper flakes, 1 tablespoon olive oil and 1/2 teaspoon salt. Place the fish in the middle of the vegetables and rub the skin with 1 tablespoon olive oil.
Roast until the fish is cooked through and tender when pierced with a fork, 25 to 30 minutes. Transfer to a platter to rest.
Add the roasted vegetables to a blender; puree until smooth.
Using a butter knife, cut the top fillet away from the fish by following the spine down the center of the fish. Remove the fillet with a fork. Flip the fish and repeat on the other side.
Serve the fillets with the spicy roasted pepper puree.