Make the refrito: In a medium pot over medium-high heat, warm the oil. When it is hot, add the onion, scallions and sauté until translucent, about 2 minutes. Stir in the garlic and bell pepper, and then add the chili, tomatoes, carrots, plantain and ground cumin. Cook for about 8 minutes more or until the vegetables are soft.
Meanwhile, clean and de-vein the shrimp and place the shells in a small pot with the water.
Bring to a boil, reduce the heat to low and simmer uncovered, about 15 minutes. Strain the liquid and discard the shells.
Add the shrimp liquid to the vegetables, stir well and cook for 12 minutes more.
Add the coconut milk and cook for about 10 minutes more. Add the shrimp and cook just until the shrimp turn pink, about 3 minutes. Season with salt and black pepper. Sprinkle fresh cilantro and ladle the soup into bowls. Serve immediately.