Mix lime juice, rum, garlic, ginger, clove, and cilantro in a small mixing bowl. Lay shark steaks in a large dish and pour the mixture over the top. Cover and let marinate in the refrigerator for at least 30 minutes.
Preheat oven to 400°F.
Place shark in a baking dish, and pour any remaining marinade over the top. Cover with a lid or aluminum foil and bake at 400° for 25-30 minutes, or until fish flakes easily with a fork (be careful not overcook, as shark can dry out easily).
While the shark is cooking, halve xoconostles and remove seeds and red central pulp. Peel, then slice the flesh widthwise into ¼" thick strips.
Melt butter in a medium skillet over medium-high heat. Add sliced xoconostles, habanada peppers, and salt. Stir until coated with the butter, then spread to an even layer. Allow to cook undisturbed for 3-5 minutes, or until things just begin to brown. Turn fruit and peppers over, pressing them down gently as you do so. Allow to cook an additional 3-5 minutes (keep an eye on the pan during this - you are looking for things to be lightly browned at this point, but not crispy. Reduce heat if anything appears to be cooking too quickly).
Add the sugar to the pan, and stir until it melts and coats the xoconostle-pepper mixture. Continue stirring and cooking for several minutes longer, until the sugar turns a caramel-brown and the edges of the fruit and peppers start to turn crispy.
Transfer the shark steaks to serving plates. Lay several slices of avocado across the top of each steak. Top with the caramelized xoconostles and habanada peppers.