Preheat the oven to 350 degrees F (175 degrees C). Grease an 8x8-inch baking dish.
Combine almond flour, sweetener, coconut flour, lime zest, and salt in a large bowl. Mix thoroughly. Cut in butter with a fork until combined and no lumps remain. Press crust mixture down into the prepared baking dish.
Bake in the preheated oven until lightly browned, 10 to 15 minutes. Set aside.
Whisk lime juice, coconut milk, sweetener, butter, and zest in a medium saucepan over medium heat. Mix until sweetener is dissolved; do not let boil. Add beaten eggs slowly, a little at a time, whisking constantly until mixture is foamy and airy and starts to thicken, 5 to 10 minutes. Remove filling mixture from heat and spread evenly over the crust.
Bake in the preheated oven until filling is set in the middle, 10 to 15 minutes.
Toast shredded coconut in a small skillet over medium heat until lightly browned, 2 to 3 minutes. Sprinkle coconut and lime zest topping over the bars. Let cool and refrigerate completely before cutting into bars.