Heat together annatto and olive oils in a large deep skillet over medium-high heat. Add garlic and cook, stirring, for 20 seconds. Add onions and peppers and cook, stirring frequently, until onions are soft, 3–4 minutes. Add tomatoes and cook until liquid evaporates, about 5 minutes. Stir in coconut milk, oregano, cilantro, and culantro and season to taste with salt. Reduce heat to medium-low and simmer, stirring occasionally, until sauce thickens slightly, about 10 minutes. Remove skillet from heat and set aside.
Trim ends of bananas and plantain with a sharp knife, then make a few slits through skin the length of the bananas and plantain. Use your thumb to peel skins from flesh, then trim any woody fibers. Cut bananas and plantain crosswise into 1" pieces, putting them into a large bowl of water as cut to prevent discoloration. Drain well, then purée in 2 batches, together with about 1⁄4 cup of the reserved sauce per batch, in a food processor until smooth. Transfer to a bowl, stir in the remaining sauce, season to taste with salt, and set aside.
Cut banana leaves into sixteen 12"-squares. Lay out 1 square at a time on a clean surface with veins of leaf running parallel to you. Spread 1⁄2 cup of the banana mixture along bottom third of leaf, closest to you, leaving a 2" border along sides. Roll leaf up to form a cylinder, then tie off each end, about 1" in from either end, with kitchen twine. Wrap each tamale in a 12" square of foil, pinching ends to seal.
Stack tamales in basket of large steamer pot and place over large steamer pot of boiling water over medium-high heat. Cover and steam until slightly firm to the touch, about 1 hour. Set tamales aside for about 5 minutes, then unwrap and discard foil. Serve tamales plain in the leaves or in spicy shrimp sauce.