Arrange a rack in the lower third of the oven and preheat to 300˚ F.
In a large Dutch oven over medium-high, heat 2 tablespoons of the oil. Cook half of the octopus, turning with tongs occasionally, until browned on all sides, for 3 to 5 minutes. Transfer to a plate and repeat with the remaining octopus. To the pot, add the white onion, chile habanero and half of the garlic and cook, stirring, until browned, for 5 to 6 minutes. Add 2 cups water; bring to a boil. Add the octopus, orange zest and parsley. Cover the pot and transfer to the oven. Braise until the octopus is tender and a knife pierces the thickest tentacle with little resistance, for 1 1/2 to 2 hours.
Uncover the pot and let the octopus cool in the liquid. Remove the octopus from the pot. Using a paper towel, wipe the skin off the tentacles, leaving the suckers intact. Cut the tentacles into 2-inch pieces, then cut the head into quarters. Discard the braising liquid.
In a large bowl, whisk the lime juice, orange juice, chiles de árbol and the remaining garlic and 1/4 cup oil. Transfer 1/4 cup of the mixture to a small bowl; set aside. Whisk the salt into the remaining mixture in the large bowl. Add the octopus, raw shrimp, red onion, tomatoes and bell peppers and toss to coat. Cover the bowl and let marinate for 15 minutes.
Thread the octopus and shrimp on metal skewers, alternating with the onion, peppers and tomatoes, and transfer to a baking sheet.
Prepare a grill for high heat. Use tongs and an old, clean kitchen towel to brush the grates with oil. Grill the brochetas, turning occasionally, until lightly charred on all sides, for 4 to 6 minutes. Transfer the brochetas to a platter and brush with the reserved lime mixture.