Add the avocado oil to a large skillet and heat to medium-high. Add the shallot and cook, stirring frequently until fragrant, about 2 minutes.
Add everything but the shrimp and bring to a full but gentle boil. Cook, stirring occasionally, until the sauce thickens, about 10 minutes. Add the shrimp and cook until the shrimp is completely pink and cooked through, about 5 to 8 minutes.