For the Shrimp: In a large bowl, toss shrimp with 1 teaspoon kosher salt and baking soda until evenly coated. Transfer to refrigerator until thoroughly chilled, about 30 minutes.

Meanwhile, in a medium pot, combine 1 quart water with white wine, celery, onion, fennel, garlic, ginger, tarragon, parsley, lemon juice, and remaining 2 tablespoons salt. Add reserved shrimp shells. Bring to a simmer over medium heat, then lower heat and gently simmer for 20 minutes. Strain out and discard solids and return broth to pot. Add remaining 1 quart cold water (this will quickly lower the temperature of the broth).

Add shrimp to pot with broth. Set over medium-high heat and cook, stirring occasionally, until temperature reaches 150°F on an instant-read thermometer and shrimp are just cooked through; adjust heat to make sure temperature does not go much over 150°F. Using a slotted spoon, transfer shrimp to a rimmed baking sheet, spreading them in an even layer. Transfer to refrigerator until shrimp are cool, then transfer to an airtight container and continue to refrigerate until thoroughly chilled, at least 30 minutes.

For the Cocktail Sauce: In a medium bowl, whisk together ketchup, horseradish, lemon juice, and ground coriander and garlic if using. Season cocktail sauce with salt and pepper.

Spoon cocktail sauce into a small bowl and serve with the chilled shrimp alongside.