Place the butter in the freezer until ready to use.
Pat the shrimp dry on a paper towel-lined plate and season with salt. In a large (12-inch) skillet, heat 1 tablespoon oil over medium-high for 2 minutes. Swirl the pan to coat the bottom. Add half of the shrimp and cook until lightly golden in spots and starting to curl (they’ll be almost cooked through), 2 to 3 minutes per side. Use a slotted spoon to transfer the cooked shrimp to a plate. Repeat with the remaining shrimp, using the remaining tablespoon of oil to coat the pan. Transfer the remaining shrimp to the plate.
Adjust heat to medium and add the garlic and shallot. Cook, stirring, until shiny and fragrant, about 1 minute. Add the wine, rosemary and thyme and stir, scraping up any browned bits. Let simmer until the skillet is almost completely dry, 1 to 2 minutes. Add cream, Worcestershire, hot sauce, lemon juice and black pepper. Continue to simmer and let reduce until the sauce thickens and coats the back of a wooden spoon, about 5 minutes more. Taste and adjust salt if desired.
Remove the butter from the freezer. Adjust heat to low and add half the butter. Stir until completely melted, and then add the remaining butter. Stir constantly until butter is melted and sauce is smooth.
Return the shrimp to the pan and cook, stirring to coat in the sauce, until shrimp is piping hot and cooked through, about 2 minutes. Serve immediately with crusty bread (or over pasta), with lemon wedges alongside.