Add orange marmalade, stone ground mustard, horseradish, and salt to medium mixing bowl. Whisk well until ingredients are thoroughly combined. Cover bowl and refrigerate sauce until ready to serve.
Crack 2 eggs directly into one shallow bowl. Carefully whisk eggs until pale in color and no longer streaky. Set aside.
Add coconut flour and unsweetened shredded coconut to second shallow bowl. Mix well until ingredients are thoroughly distributed. Set aside.
Season shrimp well with salt on all sides. One by one, dip salted shrimp in egg mixture, making sure to coat all sides of shrimp well. Allow any excess egg to drip back into bowl.
Place egg-washed shrimp in bowl with coconut "breading" mixture. Cover shrimp with large pinches of coconut mixture and gently press on shrimp to fully coat all sides.
Transfer "breaded" shrimp to baking sheet and set aside. Repeat process with egg wash and "breading" until all shrimp have been coated. Note: if you run low on "breading", replenish as needed with 4:1 coconut to coconut flour ratio (i.e. - ¼ cup shredded coconut with 1 tablespoon coconut flour).
When all shrimp has been "breaded", heat large skillet over medium-high heat. When pan is hot, add coconut oil and swirl pan to coat. When oil is hot and shimmering, add shrimp to skillet, working in batches as needed to avoid overcrowding. Pan-fry shrimp for 1 to 2 minutes, then flip and fry another 1-2 minutes or until breading is just golden brown on both sides.
Transfer cooked shrimp to plate lined with paper towels to drain any excess oil. Note: for crispier breading, place shrimp on wire cooling rack over paper towels rather than plate. Repeat frying process until all shrimp have been fried, making sure to wipe skillet out between each batch and replenish with new oil to prevent residual "breading" from burning.
When all shrimp have been fried and oil has drained, divide shrimp into portions and serve with plenty of chilled orange sauce.