Prepare the chile sauce. Heat 1 tablespoon oil in a saute pan over medium heat. Add the Anaheim chile and lightly toast on both sides, making sure not to burn the skin. Remove from heat, place the chilies in a bowl and cover with boiling water. Let the chilies sit for 30 minutes, rotating them occasionally. Remove the seeds and stems from the chilies and blend them with the chipotle, adobo sauce, and 2 cups chile water until smooth.
Melt 2 tablespoon butter in a saucepot over medium heat. Add the garlic and onion and saute until softened, about 3-4 minutes. Add the chilies, sugar, red wine vinegar, and coconut milk. Bring to a boil, reduce heat to low and continue to simmer for 12-15 minutes or until reduced by ½. Add 2 tablespoon butter and stir until melted. Season with salt and pepper.
Meanwhile, heat 1 tablespoon oil in a large saute pan. Sear the shrimp until pink on both sides but not cooked through. Add the shrimp to the coconut chile lime sauce and simmer for 2 minutes or until the shrimp are cooked through. Gently pressing down on the heads to release the juices.
Transfer the shrimp to a platter and finish with a squeeze of lime juice, cilantro, and parsley. Serve with crusty bread.