Let me start with the position taken by various religions on eating shrimp. As far as Hindus are concerned, I had read a translated copy of the Manu Smriti which is a code book for Hindus. According to Manu since the creator has created wine and meat, consumption of such items (and yes that would include shrimps) are not exactly a sin per se, however abstaining from such items is a virtue. Apart from that Hindus and as per traditional Ayurveda, eating non-vegeterian items will increase Tamasaic qualities in the body. For western readers it could be best understood by the scene in Woody Allen's Love and Death, where the protagonist dismisses an eager call to war as the effect of too much red meat in their diet. So overall in Hinduism eating shrimps is not banned per say, but if shrimps are consumed one will accumulate karmic debts of having done so. Various sects and sub sects in hinduism advocate vegeterianism. I come from a family of Bhramins, and in Odisha, West Bengal and Assam, Bhramins are permitted to eat mutton and fish (which includes shrimp) and curiously enough we are not permitted to eat chicken and other tasty creatures.