In a large bowl, dissolve lemon and orange gelatin in boiling water. Stir in cold water. Cover and refrigerate until partially set, about 1-1/2 hours.
Drain pineapple, reserving juice. Add enough water to juice to measure 1 cup.
Fold the bananas, marshmallows and pineapple into gelatin mixture. Transfer to a 13-in. x 9-in. dish. Cover and refrigerate until firm.
In a small saucepan, combine sugar substitute and flour. Gradually stir in pineapple juice mixture. Cook and stir over medium-high heat until thickened and bubbly. Reduce heat; cook and stir 2 minutes longer. Remove from the heat.
Stir a small amount of hot filling into egg; return all to the pan, stirring constantly. Bring to a gentle boil; cook and stir for 2 minutes. Remove from the heat; stir in butter until melted.
Cool to room temperature without stirring. Fold in whipped topping. Spread over gelatin. Cover and refrigerate for at least 1 hour before cutting.