Soak the prunes in tepid water for 1 hour. Thinly grate the rind from the lime and oranges. Cook the citrus rind in boiling water for 2 minutes. Drain. To make the syrup, place the sugar in a medium saucepan with just enough water to cover. Cook over a low heat, stirring, until the sugar melts. Raise the temperature and bring to a boil. Boil for 5 minutes. Add the citrus to the boiling syrup and cook for 5 minutes. Drain and transfer the zest with a slotted spoon to an oiled plate. Drain the prunes and place them in a large saucepan with the remaining sugar, vanilla extract and red wine. Bring to a boil, reduce heat and simmer for 30 minutes. Let the prunes cool in the wine. Remove the outer skin from the citrus with a sharp knife and discard. Cut the fruit into sections. Stir the sections into the cooled prunes. Pour into a pretty serving bowl and decorate with the zests.