Place diced mango into a saucepan and stir in lemon zest, orange zest, and ginger. Pour in lemon and orange juice and mix in cinnamon stick, star anise pod, garam masala, and salt. Pour in water and sugar; stir until sugar has dissolved.
Place saucepan over medium heat, bring just to a simmer, and reduce heat to low. Simmer until mango has softened and flavors blend, about 15 minutes.
Pour cranberries into sauce, raise heat to medium, and cook until cranberries pop and begin to break down, about 10 minutes. Mash any unpopped berries.
Turn off heat and drizzle 2 or 3 drops of ghost pepper hot sauce. Let cranberry sauce cool to room temperature and transfer to a serving bowl. Remove cinnamon stick and star anise pod before serving.