In a big pan add 5 cups of water,carrot,onion,garlic,lemon,parsley,thyme and bring to boil about 20 minutes.
Drop raw shrimp into the hot liquid and turn off the heat. Wait for 2 minutes then drain the water and peel the shrimp.
Refrigerate for 10 minutes before serving.
For cocktail sauce- combine all ingredients of cocktail sauce and refrigerate until ready to serve.
Serve chill shrimp over cocktail sauce.