Preheat oven to 350 degrees F. Line an 8x8 pan with foil and set aside. First, make the lemon curd. Bring an inch of water in a large saucepan to a simmer. In a bowl that fits on the saucepan but does not touch the simmering water, whisk together the lemon juice, lemon zest, sugar and eggs. Whisk constantly until the mixture thickens and coats the back of a spoon (this can take between 10 and 30 minutes). Add the butter, one cube at a time, stirring until it has melted before adding the next. Once all the butter has been added, place in the refrigerator for 15 minutes to cool slightly and set up.
Meanwhile, make the shortbread crust. Cream the butter in a stand mixer. Add the powdered sugar, flour and lemon zest and mix until combined. Press 1 1/2 cups of the shortbread dough into the prepared pan. Bake for 12 minutes. Refrigerate remaining dough until ready to use.
Spread 1 1/2 cups lemon curd (you'll have a little leftover) over the parbaked crust.
Remove the remaining dough from the refrigerator and stir in the coconut and old-fashioned oats. Crumble into pea-size pieces over the lemon curd. Bake for 25 minutes, until the crumble is slightly golden. Cut into 2-inch squares and keep refrigerated in an airtight container.