To make the cocktail sauce: Combine all ingredients in a small bowl. Cover and let stand at room temp for 1 hour.
To make marmalade sauce: In a small saucepan, melt the marmalade over low heat. Stir in the mustard and garlic. Let stand in a warm place until ready to serve.
Preheat the oven to 200. Peel and devein the shrimp, keeping the tail intact. To butterfly the shrimp, using a small sharp knife, cut into the deveining incision of each shrimp, cutting almost, but not completely through to the underside. Open up the shrimp like a book.
Pour enough oil into a large skillet, preferably a cast iron, to come halfway up the sides. Heat over medium-high heat until the oil is very hot, but not smoking.(if using a electric skillet, heat to 365)
In a medium bowl, beat the eggs. Place the flour in another medium bowl. Frying the shrimp in 2 or 3 batches, dip the shrimp in the egg and then coat with the flour, shaking off the excess flour. Fry until golden brown, about 3 minutes. Using the skimmer or slotted spoon, transfer the shrimp to a paper towel lined baking sheet and keep warm in the oven while frying the remaining shrimp.
Season the fried shrimp with salt and pepper to taste. Serve hot with the dips.