Preheat the oven to 425 degrees. Cut the butternut squash in half from top to bottom, then use a spoon to scoop out the seeds. Line a baking sheet with foil and place the squash skin side up on top. Brush with 2 Tablespoons melted butter and season with salt and pepper. Roast for 50-60 minutes or until squash is very soft and beginning to caramelize around the edges.
Meanwhile, make the herb topping. In a food processor, combine the mint, cilantro, basil, vinegar, garlic and orange juice. Add 2 tablespoons olive oil. Pulse until finely chopped. If needed, add a little more olive oil and pulse. Season generously with salt and pepper. Remove from the bowl and set aside. (Note: this can be made ahead and refrigerated until ready to use).
When the squash is about 10 minutes away from being done, melt the remaining Tablespoon of butter in a Dutch oven or other large, heavy bottomed pot. Add the onion and green apple and saute until very soft, about 10 minutes. Stir in the garlic and saute another minute.
Scoop the finished squash out of the skins and add it to the pot. Pour in the chicken broth and bring to a gentle boil, then reduce heat to low and simmer for 5-10 minutes (or as long as you like). Use an immersion blender to blend the soup until smooth or transfer the soup in batches to a blender and blend (be sure not to overfill!). Return the soup to the pot and stir in coconut milk. Season with salt and pepper as needed. Keep warm.
For the shrimp, melt a Tablespoon of olive oil in a skillet over medium heat. Toss the shrimp with all the spices and season with salt and pepper. Add the shrimp to the pan and cook for about 2 minutes, flip, and continue cooking an additional 2-3 minutes, or until opaque in color. Remove to a plate.
Serve the soup hot with an extra drizzle of coconut milk, a spoonful of herb sauce, and a few shrimp.