A previous thread suggested a site by the Balashi Brewery. We looked for it in November and may have found it but it was deserted. Not sure I would want to buy shrimp there anyway. Anthony from Tranquilo told us when he wants shrimp he buys them at Ling and Sons.
if you drive down to the right of the oil refinery you will see the shrimp boats. any day exept the weekend and wheel and deal with them. they will still have the heads on them but you will pay what the super markets pay. very fresh