Thaw the shrimp and remove the shells, including the tails. Cut into½ - ¾ inch pieces and put in a bowl.
Juice the limes. Cut off the stems from the cilantro and roughly chop 1 jalapeño. Add all to a blender with 1 teaspoon salt and blend until smooth. Pour over the shrimp and mix. Make sure the shrimp is submerged, then let ‘cook’ in the fridge for 15 minutes.
Segment and juice the oranges. Cut the top and bottoms off; secure orange on a flat side on a board and cut the peel from top to bottom. Remove any white pith. Take the orange in your hand and, over a bowl, cut out segments using a sharp paring knife. Go slowly and carefully, cutting between the membranes. Prepare two of the oranges this way, squeezing out the remaining juice from what’s left of the membranes, and set the bowl aside. Juice the other 2 oranges and set the juice aside.
Julienne the red onion; slice the piece of cucumber in half lengthwise then into half-moon slices; cut the avocado in half, remove pit and peel, then cut into slices; slice the jalapeño into slices; roughly chop the cilantro. Set everything aside.
Remove the shrimp from the fridge and add the orange juice, 1⁄2 of the red onions, 1⁄2 of the cucumbers, all the cilantro, 1 tsp salt and mix. Taste to ensure the seasoning is right. Spoon onto a serving platter or deep plate and garnish with the remaining vegetables and avocado. Serve with tortilla chips or on top of tostadas.