In a large skillet over medium heat, add oil and when hot, add onions and sauté for 2 minutes.
Add red and yellow peppers; sauté for 3 minutes.
Add garlic and ginger; quickly sauté for 30 seconds.
Add coconut milk, coconut sugar, red curry paste, lime juice, fish sauce, sea salt and freshly ground black pepper. Stir to combine and bring the mixture to a simmer; cook for 5 minutes.
Add shrimp and gently push them down into the sauce; cook for 3 minutes. Halfway through cooking, flip them.
Increase the heat and when it’s at full simmer, add cornstarch mixture; stir until sauce thickens, about 45 seconds.
Serve over a bed of rice, sprinkle on chopped cilantro and garnish with a lime wedge.