Quarter and core the radicchio and cabbage, and very thinly slice both vegetables. Place the radicchio and cabbage in a large bowl. Sprinkle over the orange juice, lemon juice, and balsamic vinegar, give a very generous sprinkling with salt, and toss. (This will look like a lot of vegetables, which it is, but keep in mind that it will reduce by almost half when cooked). Set aside, and give the mixture a toss every once in a while as you sauté the onions; you can cover the bowl and refrigerate it overnight if you like.
Melt the butter in a large, heavy pot or Dutch oven. Add the onions and stir occasionally for 5 minutes until they start to soften. Stir in the red wine, Madeira, and honey and bring to a simmer. Simmer for 5 minutes, then stir in the radicchio, cabbage, and the citrus juices. Simmer for about 45 minutes, stirring occasionally to redistribute the vegetables as they wilt, over medium heat.
Add the thyme, red pepper flakes, coriander, salt, and pepper. Cook, stirring frequently, for about 10 more minutes until the vegetables are wilted and very tender and the liquid has reduced and thickened a bit. Taste and adjust the seasonings. Serve hot or warm.
Notes
Madeira wine is a fortified wine often made in Portugal, usually with some sweetness to it. If you don't have it you can skip it, or use another fortified wine like Marsala or Port if you have it.
You can use whatever color onions you have around.
Use agave instead of honey to make this recipe vegan.
After tossing the sliced v vegetables with the citrus, you can store that in the fridge in a covered container overnight before cooking it.
Leftovers will keep for up to 5 days in the fridge. Enjoy at room temperature, or warm over medium-low heat on the stove, stirring occasionally, until heated through.