Rub the fish with 1 tablespoon curry paste and the lime zest in a bowl. Cover and refrigerate while you cook the vegetables.
Heat the vegetable oil in a large saucepan over medium-high heat. Add the onion, bell peppers, half of the jalapeno and a pinch of salt. Cook, stirring, until the vegetables are just crisp-tender, about 2 minutes. Add the remaining 1 tablespoon curry paste and cook, stirring, until lightly browned, about 1 minute.
Add the squash, coconut milk and 2 cups water to the saucepan and stir to combine. Bring to a boil, then cover, reduce the heat to medium low and simmer until the squash is almost tender, 12 to 15 minutes. Add the fish, cover and simmer until just opaque, about 8 minutes. Stir in the cilantro and season with salt. Serve over rice; top with the remaining jalapeno.