In a large bowl, whip cream cheese and cream together until light and fluffy. Stir in sugar, vanilla, orange zest and cranberry sauce. Scrape the sides of the bowl and mix again until thick.
Taste and add more sugar if desired. {My husband thought this needed to be sweeter, but I thought it was just fine as is....which could be pregnancy talking...}
Fold in marshmallows and coconut and pour into prepared pie shell. Top with fresh cranberries and more orange zest and refrigerate until ready to serve.