1. Using a sharp knife, peel the limes, removing all of the bitter white pith. Working over a bowl, cut in between the membranes to release the sections into the bowl. Finely chop the sections.
2. Heat the oil in a large saucepan. Add the curry powder and stir over low heat until fragrant, about 5 minutes. Add the chopped lime and lime zest and cook over moderately high heat until the juices have evaporated, about 5 minutes. Add the sugar and stir until melted. Add the scallions and cook, stirring, for 2 minutes. Add the coconut milk and boil over moderately high heat, stirring often, until reduced to 2 1/2 cups, about 15 minutes. Let cool, then season with salt. Transfer to jars and refrigerate.
Make Ahead: The sauce can be refrigerated for 1 month.