To prepare the caramel sauce:

1. In a large saucepan, combine the sugar, water and lemon juice. Cook the sugar mixture over high heat until it caramelizes slightly. Reduce heat to low, and whisk in the butter.
2. Whisk in the cream and orange zest, stirring constantly, until smooth.
3. Using a cheesecloth or fine mesh strainer, strain into a container and refrigerate until ready to serve.

To prepare the fry bread:

1. In a medium bowl, combine the flour, baking powder, salt and sugar. Stir in the oil and water. On a lightly floured surface, knead the dough until smooth.
2. Divide the dough evenly into 8 portions, and roll each portion into a ball. Transfer the dough balls to a baking sheet, cover and refrigerate, about 20 minutes.
3. In a large cast-iron skillet, heat 1 inch of oil to 350 degrees F.
4. Remove the dough from the refrigerator. Press each dough ball into a disc, and roll unto a 6-inch circle.
5. Working in batches, fry each bread until golden brown on each side. Transfer fried breads to a paper towel-lined plate.
6. Lightly dust each bread with the cinnamon sugar mixture.

To assemble:

1. In a medium saucepan over low heat, heat the caramel sauce. Add the sliced bananas.
2. Arrange the fry breads onto serving plates. Spoon warm caramel bananas onto each fry bread.
3. Top each fry bread with a scoop of vanilla ice cream. Garnish with orange zest, and serve immediately.