Take a walk on the Buda side of the river. From Margit bridge to the south. The Pest side buildings will glow orange, at the beginning the water will also shine, then reflect the orange-red scenery. Not a natural sunset, but worths a view.

Later when it is dark, go up to the Citadel to see the view of the city with the lighting. I do not advise to walk up in the dark, if you do not have a car, there is a bus taking up there. Last resort approach from Hegyalja út, not on the stairs and walkways.

First pic here: https://mrfoster.blog.hu/2015/03/19/8_fantasztikus_hely_ahonnan_pazar_kilatas_nyilik_budapestre