To make the sauce: In saucepan, melt butter over medium heat. Add onion and cook 2 minutes. Stir in carrots. Add chicken broth, wine, salt, sugar, and hot sauce; simmer 30 minutes or until carrots are tender and liquid is reduced in half. Process sauce in blender or food processor until smooth. Return sauce to pan. Add broccoli; return to boil. Remove from heat. Stir in lemon juice to taste.
While sauce is cooking, thread six 12-inch skewers with sea scallops, basil leaves, and carrot curls. (To keep the basil leaf from burning, press it against the scallop and wrap carrot curl around scallop.) Keep covered in refrigerator until ready to grill.
Spray skewers with non-stick cooking spray. Combine lemon zest, salt, and pepper; sprinkle on skewers. Place skewers in centre of cooking grate. Grill 8 to 10 minutes or until scallops are opaque, turning once halfway through grilling time. Place some sauce on individual plates, place skewers on sauce. Pass remaining sauce for dipping.