Combine celery seeds, cayenne, paprika, and 12 cups water in a stockpot; bring to a boil over medium-high heat. When water is boiling, place 4 cups ice and 3 cups water in a bowl. Add shrimp to boiling water; cook until just turning pink, about 30 seconds. Using a slotted spoon, remove shrimp and plunge into ice water. Toss to chill completely. Drain well.
Whisk together oil, lemon juice, garlic, mustard seeds, salt, red pepper, and allspice in a bowl; stir in bay leaves and shallots. Add shrimp and cover; chill for at least 24 hours or up to 2 days. Let stand at room temperature for 15 minutes before serving