Let $A=\begin{bmatrix} 1 & -\frac{3}{2} & \frac{\sqrt{3}}{2} \\ 0 & -\frac{1}{2} & -\frac{\sqrt{3}}{2} \\ 0 & \frac{\sqrt{3}}{2} & -\frac{1}{2} \end{bmatrix}$. Then $A^3=I$, but $A$ is not orthogonally
similar to the matrix above since the matrix above is normal whereas $A$ is not.
Elaboration:
To construct $A$ we note that we must have $\lambda^3 = 1$ for all eigenvalues $\lambda$, so we have two choices of eigenvalues (since if $\lambda$ is an eigenvalue, so must $\overline{\lambda}$): $\{1\}$ (multiplicity 3), or $\{1, e^{i 2 \pi/3}, e^{-i 2 \pi/3} \}$.
If the eigenvalues are all $1$, then we must have $A=I$, which is uninteresting.
To see this, since all eigenvalues are 1, Cayley Hamilton gives $(A-I)^3 = 0$, which gives $A^2 = A$ (since $A^3 = I$), multiplying across by $A$ gives $A^3 = A^2 $ from which it follows that $A=I$.
So we have eigenvalues $1$, $\lambda = e^{i 2 \pi/3}$, and $\overline{\lambda}$. (Note that if $A v = \lambda v$, then $A \overline{v} = \overline{\lambda} \overline{ v}$.) To finish I want to pick three linearly independent, non-orthogonal eigenvectors. I choose $e_1$ for the eigenvalue $1$, and $(1,1,i)^T$ for the eigenvalue $\lambda$ (hence the eigenvector for the eigenvalue $\overline{\lambda}$ must be $(1,1,-i)^T$). Multiplying these out appropriately gives the above matrix.