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Combine all of the ingredients in a small bowl. Refrigerate prior to serving while the shrimp cooks.
Marinate the shrimp in the Creole seasoning and buttermilk for 30 minutes. I like to use a sealable plastic bag to do this.
Add the fish fry to a bowl. Remove the shrimp from the bags and dip each into the fish fry. Add the shrimp to the air fryer basket.
Heat a frying pan with 2 inches of oil to 350 degrees. Use a thermometer to test the heat.
Fry the shrimp on both sides for 3-4 minutes until crisp.
Remove the shrimp from the pan and drain the excess grease using paper towels.
Spray the air fryer basket with cooking oil. Add the shrimp to the air fryer basket.
Spritz the shrimp with cooking oil.
Cook the shrimp for 5 minutes on 400 degrees. Open the basket and flip the shrimp to the other side. Cook for an additional 3-5 minutes or until crisp.
Spread the remoulade sauce on the French bread. Add the sliced tomato and lettuce, and then the shrimp.