My understanding and intention on asking this:
Fruit products that have visible fruit pieces, such as applesauce, I have read in a number of Brachot booklets, state to say ha'etz, since the fruit is still noticeable.
However, I have also learned that if you eat fruit or vegetable that people usually don't eat, you say shehakol. Usually, I have seen that rule applied to, say eating raw potato, where you would say shehakol, but when the potato is baked, you say ha'adma, as that's how people usually eat potatoes.
Regarding the etrog, I know of no one that eats it raw. However, most people don't eat the etrog when cooked, either. Few people, at least in U.S. eat etrog jelly, or even bother to make it. Since, an etrog is rarely eaten at all, if someone makes the jelly, should you still say shehakol even if it has noticeable bits of fruit and / or rind?