In a small bowl, combine the orange juice concentrate, syrup, oil, curry and cayenne. Place chicken in a large resealable plastic bag; add half of the marinade. Seal bag and turn to coat. Place the peppers, zucchini, pineapple and oranges in another resealable bag; add remaining marinade. Seal bag and turn to coat. Refrigerate chicken and vegetables for 8 hours or overnight, turning occasionally.
Drain chicken and discard marinade. Drain vegetables and fruits, reserving marinade for basting. Grill the chicken, vegetables and fruits, uncovered, over medium heat for 3 minutes on each side. Baste with reserved marinade. Continue turning and basting 6-8 minutes longer or until chicken juices run clear, vegetables are tender and fruits are golden brown.