Make the cocktail sauce: Combine the chili sauce, chutney, cilantro, ginger and lime juice in a small bowl. Refrigerate 30 minutes.
Meanwhile, make the shrimp: Remove the lime zest with a vegetable peeler and transfer to a pot, then squeeze the lime juice into the pot and add the squeezed limes. Add the ginger, cilantro stems, coriander, fennel, cumin, peppercorns and 2 quarts cold water. Cover and bring to a simmer; cook over low heat, 15 minutes. Add the shrimp, cover and remove from the heat. Let sit until just cooked through, 6 to 7 minutes.
Drain the shrimp and transfer to a bowl of ice water; let sit until cold. Drain and pat dry. Serve with the cocktail sauce.