Hi Joe, I’m sorry your breading didn’t stick. It’s possible the shrimp were too wet before breading, in which case I’d recommend patting them dry with paper towels beforehand.
The other possibility is the layers were too thick. The excess flour should be shaken off, and the egg should be allowed to drip off for a few seconds before dipping it into the coconut and breadcrumbs.
And one more tip: breading usually goes best when you keep one hand for dipping in the dry ingredients (flour and breadcrumbs), and the other for dipping in wet (eggs). This will prevent your fingers from being breaded, which can sometimes stick to the breading on the shrimp and take it right off.
I hope this helps!