Remove zest of lime and orange using citrus zester or fine grater. Juice lime; reserve 2 tablespoons juice. Juice orange; reserve juice.
Melt 2 tablespoons butter in 10-inch skillet until sizzling; add green onions, cumin and pepper sauce. Cook over medium-high heat until onions are softened (1 to 2 minutes). Add shrimp; continue cooking until shrimp turn pink (2 to 3 minutes). Remove shrimp; set aside.
Increase heat to high. Add reserved lime juice and orange juice to same skillet. Cook until mixture is reduced to 1/3 cup (4 to 5 minutes). Remove from heat. Stir in remaining butter, 1 tablespoon at a time. Stir in lime and orange zest and cilantro. Add shrimp; stir to coat.
To serve, spoon shrimp mixture over hot cooked fettuccine.