Heat butter in a nonreactive saucepan over medium heat. Add minced shallot and cook until translucent.
Pour in white wine, white wine vinegar, and fresh lemon juice. Cook over medium-high heat till the mixture reaches a simmer. Reduce temperature to medium, then let the sauce thicken and reduce. Add the heavy cream, stir, then turn the heat down to low.
Add cold, cubed butter. Swirl the pan (or whisk) until the butter has emulsified into the sauce. Repeat with remaining butter. Add grated orange zest, then stir, taste, and season with a pinch or two of Kosher salt, as needed. Serve immediately!