Chop the orange and lemon zest and add the dill. Put the beetroot into a bowl, add the salt, sugar and pepper. Place half the mixture on a tray, making it into an oblong shape roughly the size of the salmon fillet. Lay the salmon skinside down on the tray, on top of the beetroot. Place the rest of the beetroot on top of the salmon and cover with a flat tray. Place a weight on the tray and leave the salmon to marinate for 9 hours or overnight.
Meanwhile make the roasted beetroot. Toss the beetroot in the olive oil. Season, wrap in foil, place on a tray and bake in the oven for approximately 1½-2 hours, until cooked through but not soft. Cool, then peel off the skin. You will need 100g of roasted beetroot for the dressing, so cut this amount into small dice and set aside. Halve the remainder and cut each half into 4.
Melt the butter in a pan over a medium heat and add the pieces of roasted beetroot, 1 teaspoon of salt and a pinch of black pepper. Cook for 6 minutes, then add the sugar and cook for a further 5-6 minutes, stirring occasionally and adding the thyme and rosemary halfway through. Drain off the juices, then put the beetroot back into the pan and add the vinegar. Boil until the vinegar has reduced to a syrupy consistency.
To make the beetroot dressing, heat the port over a low heat and simmer until reduced to a syrup. Add the beetroot juice, raise the heat, and cook until reduced by two thirds. Put the olive oil into a second pan over a low heat, add the diced shallots and cook gently for 2-3 minutes, until soft. Add thyme, diced roasted beetroot and balsamic vinegar. Bring to a simmer, cook for 2 minutes, then remove from the heat and set aside to cool.
When ready to serve, remove the salmon from the marinade, lightly wash in cold water, and pat dry with a clean cloth. Place the fish on a board, cut it carefully into thin slices, and arrange on a plate. Drizzle with the beetroot dressing and sprinkle with the capers, shallots, and freshly ground black pepper.