There is a separate SeaWorld / Discovery Cove forum. Try posting there for more responses. We love SeaWorld at Christmas!
https://www.disboards.com/forums/sea-world-discovery-cove.32/
I would plan your day around the wonderful special Christmas shoes and enjoy some world class coasters and animal exhibits nearby in between those. We usually end up having lunch at the Voyager's Smokehouse. It's a cafeteria style. We typically have an extended family group of 10 or more people, and it's a place that has something everyone in our group will like, and we have some picky eaters in there. The SeaWorld Website will have a listing of the shows. They are all very worthwhile. We like to get to the shows at least 20 minutes before to make sure to get a seat.
O Wondrous Night -- is the favorite of most in our family and a must do. It's very popular, so maybe get to this one 30 minutes before it starts.
A Returning Fan-Favorite! Hear the greatest story never told with over 30 carols, life-size puppets and live animals in this signature show that will charm, entertain and delight people from all walks of life. See the
park hours for specific times.
Holiday Reflections: Fireworks Finale -- We think it's worth staying for this outside one. Plus there is so much to do we spend a whole day. Last time they generated real snow too. It's not as impressive as Disney fireworks, but we love it.
Each Christmas Celebration night, SeaWorld celebrates the season during Holiday Reflections: Fireworks Finale, featuring dazzling lights and festive fireworks, choreographed to joyous holiday musical favorites. Experience an amazing SeaWorld Christmas connection that illuminates the night sky.
At Park Close on Christmas Celebration nights.
Winter Wonderland On Ice - We usually end up racing to this after O Wonderous Night. I'd pick O Wonderous night above this one, but this is fun and we always hit this one too.
Christmas comes to life on a stage of ice, jewels and lights as skaters dazzle and delight in a show-stopping, ice skating extravaganza. A sea of sparkling trees and towering fountains dancing in the background come together to create a don’t-miss experience for the holidays that the entire family will enjoy. See the
park hours for specific times.
I love going to the Orca show too. They usually at Christmas have some excellent musical entertainment before the show, so no problem going early. And the Orcas are just so magnificent and trainers take very good care of them. It would be tough for me to go to SeaWorld while they still have Orcas who were born in captivity and not go see them.
The Sea Lion show itself is just so so, but we just love the mime who has been there for decades who entertains before the show. We go early to see him. It's such a blast and another must do for our family.
If you have the energy and desire like our family does, we go from opening to closing on Christmas Celebration days as we just love so much in this park.