Shrimp fishing is incredibly inefficient, tons of other stuff gets caught, killed and thrown overboard. The term for it is "bycatch".
Bycatch is a problem in many fisheries (think tuna and dolphins, for example) but shrimping is the most inefficient fishery in the world when measured by weight of the target species (in this case, shrimp, duh) as a percent of total catch.
In recent years some measures have been put in place to try and cut down on this ("turtle excluders" being the most well-known such measure) but it's hard to do because them shrimps is small and the nets need to be pretty tight to keep 'em in.
As to the rest of it I believe that a balanced diet that steers away from cruelty, steroids and antibiotics is the way to go, but that's me.