In a Dutch oven or large saucepan, heat the oil over medium-high. Add the shallot and garlic and cook, stirring often, until softened, 2 minutes. Add the chicken; season with salt and pepper and cook, stirring often, until browned, 5 minutes. Add the orange zest, juice, chipotles and tomato paste and cook, stirring often, until fragrant, 2 minutes.
Add the squash, pinto beans and 3 cups water; bring to a boil. Cover; reduce the heat to medium- low and simmer the chili until the squash is just tender, about 20 minutes.
Using the back of a spoon, smash some of the squash against the side of the pot and stir into the chili to thicken. Simmer until the flavors meld, about 5 minutes more. Season, divide among bowls and garnish with the scallions.