• Preheat the oven to 350°F . Grease a 12-cup bundt pan or spray with non-stick cooking spray.

Make the Filling

• In the bowl of a stand mixer, beat the cream cheese, granulated sugar, eggs, sour cream, heavy cream and vanilla on medium speed until smooth. Transfer to a bowl and set the filling aside.

Make the Cake

• In the bowl of a stand mixer, fitted with a paddle attachment, cream the shortening and sugar at medium speed for 4 minutes. Add the eggs, one at a time, beating for 45 seconds after each addition. The batter should be light and fluffy. Add the banana, orange peel and orange juice. Beat on medium speed until completely combined, about 1 minute.
• In a separate bowl, combine the flour, baking powder, baking soda and salt. On low speed, add half of the dry ingredients to the banana mixture, beat until moistened. Add the remaining dry ingredients and beat on medium speed for 1 minute more, scraping down the bowl with a rubber spatula.
• Pour 3 cups of the banana bread batter into the greased bundt pan. Spreading with a spatula until level all around and the top is smooth.
• Carefully pour the cream cheese filling mixture evenly in a circle over the cake batter. Spoon the remaining banana bread batter evenly over the cream cheese filling.
• Bake 1 hour on the middle rack of a 350°F oven or until the top is golden brown and a toothpick inserted into the banana bread comes out clean.
• Transfer the cake to a rack and let cool about 20 minutes in the pan, then carefully invert the pan onto a plate and let the cake release. Cool completely, about 2 hours.

Make the Glaze

• For the glaze combine the cream cheese, confectioners sugar, sour cream, vanilla and salt in a medium bowl and on medium speed of a stand mixer until smooth. . Pour and spread on the cooled cake.