Make Alabama white BBQ sauce. In a medium bowl, whisk together mayonnaise, vinegar, mustard, sugar, horseradish, lemon juice, Worcestershire, hot sauce, salt, garlic powder, onion powder, cayenne, and white pepper until smooth. Let sit for 10 minutes.

Cook rice. Combine rice, water, coconut milk, and salt in a medium saucepot. Bring to a boil over high heat. Cover the pot, reduce heat to low, and cook for 15 minutes or until all of the liquid has evaporated and the rice is tender. Let sit for 5 minutes. Remove the lid, add lime zest and juice and fluff rice with a fork. Keep warm.

Meanwhile, prepare quick pickles. Combine cucumbers, red cabbage, green cabbage, and shallot in a large bowl. Whisk together rice vinegar and sugar, mixing until sugar has dissolved. Pour over cucumber mixture, tossing to coat. Set aside.

Combine shrimp with ½ cup BBQ sauce. Cook shrimp on the grill or in the broiler for 5-7 minutes or until pink and lightly charred.

Assemble rice bowls. Portion rice into bowls and top with shrimp and quick pickles. Drizzle extra sauce on top and garnish with fresh chives. Serve immediately.