How to Make It
Using a sharp knife, peel the orange, removing the bitter white pith. Cut in between the membranes to release the sections. Cut the sections into 1/2-inch pieces and transfer to a bowl. Add the capers, lemon zest, lemon juice and 1 tablespoon of the olive oil.
In a large skillet, heat 2 tablespoons of the olive oil. Add the shrimp, season with salt and pepper and cook over moderate heat, turning once, until pink and curled, about 2 1/2 minutes. Using a slotted spoon, transfer the shrimp to a large bowl.
Add 1 tablespoon of the olive oil to the skillet. Add the garlic and anchovy and cook for 30 seconds. Add the scallions and wine; cook over moderately high heat until reduced by half, 2 minutes. Add the orange mixture and cook, stirring, for 1 minute.
Return the shrimp and any accumulated juices to the skillet. Add the remaining 2 tablespoons of olive oil and stir until the shrimp are warmed through. Remove from the heat. Stir in the basil and chives, season with salt and pepper and serve.