In a large bowl, sift together flour, sugar, baking powder, and baking soda. Stir in orange and lemon rinds. Cut iin the shortening with a pastry blender or two knives until the mixture is like coarse meal.
In a medium bowl, stir together the mixed juices, cheese, and eggs. Add to the flour mixture, stirring until just combined; do not overmix. Fold in the cranberries and walnuts.
Pour the batter into a buttered and floured 9"x5"x3" loaf pan. Bake for 1 hour and 15 minutes or until a toothpick inserted in the center comes out clean. Let cool completely. Serve warm with butter or cream cheese. Enjoy!
Wrap snugly in foil or seal in plastic bags. Refrigerate for up to 2 weeks. Freeze up to 3 months.