Whisk together the flour, salt, pepper, cayenne and panko bread crumbs. Set aside.
In a small bowl, whisk the coconut milk and egg. Set aside. Fill a third shallow bowl with the shredded coconut.
One at a time, dip the shrimp in the flour mixture, the coconut milk and then, coat in the coconut.
Place shrimp in the basket of an air fryer and heat to 400°. Bake until shrimp is golden and cooked through, 10 to 12 minutes. Work in batches as necessary.
While the shrimp are cooking, whisk together the marmalade, honey, mustard and hot sauce.