In a large saucepan, bring sugar and water to a boil over medium heat. Stir in apples, cranberries, shallots, brown sugar, vinegar, cranberry juice, orange juice, zest and seasonings.
Return to a boil. Reduce heat; simmer, uncovered, 15-20 minutes or until desired thickness, stirring occasionally. Stir in pecans. Cool. Spoon into jars. Cover and store in the refrigerator up to 3 weeks.