Mix cumin, coriander, ginger, sweet paprika, smoked sweet paprika, smoked hot paprika and chilli powder together in a bowl.
Rub goat shank with about 1/4 teaspoon salt and 1/4 teaspoon pepper.
Heat coconut oil in a large casserole pot over medium-high heat until melted and shimmering. Cook goat shank in hot oil until browned as completely as you can get it, 2 to 3 minutes per side. Remove shank to a bowl, reserving oil in the pot.
Reduce heat to low. Cook and stir onion in the retained oil until soft, 7 to 10 minutes. Add butternut squash and garlic; cook and stir until the garlic is fragrant, about 1 minute. Sprinkle the cumin mixture over the squash mixture; cook and stir 1 minute more.
Stir tomatoes, water, cinnamon stick and saffron into the squash mixture; return goat shank to the pot; bring the liquid to a simmer, and cook until the goat meat is tender and falling from the bone, 90 minutes to 2 hours.
Remove shank from casserole pot to a cutting board. Strip meat from the bone and cut into bite-size pieces. Discard bone. Stir meat into the squash mixture, season with salt and pepper, and cook until the meat is reheated, about 5 minutes.