For the dipping sauce: Stir the marmalade, mustard and hot sauce together. Refrigerate until ready to serve.
For the shrimp: Combine the flour, paprika, Cajun seasoning, 2 teaspoons salt and 1/4 teaspoon pepper in a shallow bowl. Place the egg whites in another shallow bowl and whisk until frothy. Combine the panko, coconut and ground macadamias in a third shallow bowl.
Fill a wide, shallow pot with about 1 inch of oil. Heat over medium-high heat until the oil registers 350 degrees F on a deep-frying thermometer. Line a plate with paper towels.
Meanwhile, toss the shrimp in the seasoned flour to coat. Working with a few shrimp at a time, shake off the excess flour and dip in the egg whites to coat.
Let the excess egg white drip off, then toss in the coconut mixture, pressing with your fingertips to get as much coating to adhere as possible.
Add half of the shrimp to the oil and fry until golden brown and just cooked through, about 2 minutes per side; transfer to the lined plate to drain. Return the oil to 350 degrees F and repeat with the remaining shrimp.
Arrange the shrimp and dipping sauce on a serving platter and serve warm.